Testing Stability in Functional Event Observations with an Application to IPO Performance
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Cites work
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- Asymptotics of spectral density estimates
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- Common risk factors in the returns on stocks and bonds
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- scientific article; zbMATH DE number 3766903 (Why is no real title available?)
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- Modified tests for a change in persistence
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series
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- Some Limit Theorems for Stationary Processes
- Testing for a change in persistence in the presence of non-stationary volatility
- Testing for structural change under non-stationary variances
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
- Tests of stationarity against a change in persistence
- Weakly dependent functional data
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