Pages that link to "Item:Q4665354"
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The following pages link to Generalizations of the KPSS‐test for stationarity (Q4665354):
Displayed 19 items.
- The fragility of the KPSS stationarity test (Q257549) (← links)
- Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
- A robust version of the KPSS test based on indicators (Q276913) (← links)
- Karhunen-Loève expansions for the detrended Brownian motion (Q449375) (← links)
- A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
- Size improvement of the KPSS test using sieve bootstraps (Q694931) (← links)
- Unit root and stationarity tests' wedding (Q1589594) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- A comparison of two modified stationarity tests. A Monte Carlo study (Q2229023) (← links)
- The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
- Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
- Comparing ARMA Processes with Roots of Modulus 1 and Polynomial Regression (Q3167826) (← links)
- A KPSS Test for Stationarity for Spatial Point Processes (Q3530097) (← links)
- TESTING FOR LONG MEMORY (Q3632375) (← links)
- Reducing size distortions of parametric stationarity tests (Q4455659) (← links)
- Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes (Q4455674) (← links)
- Testing Covariance Stationarity (Q5436944) (← links)
- The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure (Q5745642) (← links)
- Mean stationarity test in time series: a signal variance-based approach (Q6120834) (← links)