Testing stationarity under a permanent variance shift (Q1927446)
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scientific article; zbMATH DE number 6120235
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing stationarity under a permanent variance shift |
scientific article; zbMATH DE number 6120235 |
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Testing stationarity under a permanent variance shift (English)
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1 January 2013
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stationarity tests
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integrated processes
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structural breaks
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