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Stationarity against integration in the autoregressive process with polynomial trend

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.1

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LMC test, KPSS test, unit root, stationarity testing procedure, polynomial trend, stochastic nonstationarity, random walk, integrated process, ARIMA process, Donsker’s invariance principle, continuous mapping theorem

A functional limit theorem for locally perturbed random walks

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Functional limit theorem, locally perturbed random walk, martingale characterization, skew Brownian motion

Kendall random walks

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Random walk, generalized convolution, weakly stable distribution, Kendall convolution, Pareto distribution, Markov process, Williamson transform

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