Robustness of stationary tests under long-memory alternatives - Core

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Jan 16, 2004 - nonparametric estimates, the finite sample performance of these tests depends largely on .... the KolmogoroffMSmirnoff measure of fluctuation, that is: KS ] Max ...... ENDOGENOUS COLLATERAL - Aloísio Araújo; José Fajardo ...
Nº 541

ISSN 0104-8910

Robustness of stationary tests under long-memory alternatives Luiz Renato Lima Zhijie Xiao

Abril de 2004

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