Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors

Author: Cappuccio Nunzio  

Publisher: Springer Publishing Company

ISSN: 0020-3157

Source: Annals of the Institute of Statistical Mathematics, Vol.59, Iss.3, 2007-09, pp. : 403-423

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Abstract