A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates

Author: Gómez Víctor  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0918

Source: Communications in Statistics: Simulation and Computation, Vol.42, Iss.8, 2013-09, pp. : 1848-1864

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Abstract