Testing for stationarity in series with a shift in the mean. A Fredholm approach

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Economic time series analysis (91B84) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Computation of limiting distributions in stationarity testing with a generic trend

Cites Work

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