Testing Covariance Stationarity (Q5436944)
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scientific article; zbMATH DE number 5227939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Covariance Stationarity |
scientific article; zbMATH DE number 5227939 |
Statements
Testing Covariance Stationarity (English)
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18 January 2008
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asymptotic theory
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KPSS
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stationarity testing
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time-varying variance
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