Unit root testing with slowly varying trends
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Publication:4997689
DOI10.1111/jtsa.12557zbMath1468.62344arXiv2003.04066OpenAlexW3103097387MaRDI QIDQ4997689
Publication date: 30 June 2021
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.04066
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Non-Markovian processes: hypothesis testing (62M07)
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