Pages that link to "Item:Q2457963"
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The following pages link to Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963):
Displaying 5 items.
- The power of unit root tests under local-to-finite variance errors (Q727839) (← links)
- Monitoring persistence change in infinite variance observations (Q744739) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- COMMENT ON “WEAK CONVERGENCE TO A MATRIX STOCHASTIC INTEGRAL WITH STABLE PROCESSES” (Q5199500) (← links)
- Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations (Q5252809) (← links)