Pages that link to "Item:Q257549"

The following pages link to The fragility of the KPSS stationarity test (Q257549):

Displaying 12 items.

• Fréchet differentiability in statistical inference for time series (Q257586) (← links)
• Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
• Does the method of data detrending matter? A study of the KPSS test against long memory alternatives (Q1275109) (← links)
• Bias correction of KPSS test with structural break for reducing of size distortion (Q1695651) (← links)
• The KPSS test with seasonal dummies (Q1852916) (← links)
• On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
• Testing stationarity under a permanent variance shift (Q1927446) (← links)
• Testing for stationarity at high frequency (Q2182131) (← links)
• The KPSS test with outliers (Q2432013) (← links)
• A note on the size of the KPSS unit root test (Q2440430) (← links)
• Reducing the size distortion of the KPSS test (Q3103196) (← links)
• The finite sample distribution of the KPSS test (Q4762176) (← links)