Unit root tests and dramatic shifts with infinite variance processes (Q3184468): Difference between revisions

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Revision as of 01:13, 20 March 2024

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Unit root tests and dramatic shifts with infinite variance processes
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    Unit root tests and dramatic shifts with infinite variance processes (English)
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    21 October 2009
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    unit root
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    stable processes
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    partial sums
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    limit distributions
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    empirical size and power
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