Frédéric Proïa Stationarity against integration in the autoregressive process with polynomial trendProbability and Mathematical Statistics, 38, z. 1, 2018, Strony (1 - 26) DOI: http://dx.doi.org/10.19195/0208-4147.38.1.1 AbstractPobierz artykuł 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 |
Julien Letemplier, Thomas Simon The area of a spectrally positive stable process stopped at zeroProbability and Mathematical Statistics, 38, z. 1, 2018, Strony (27 - 37) DOI: http://dx.doi.org/10.19195/0208-4147.38.1.2 AbstractPobierz artykuł Hitting time, integrated process, stable Lévy process, tail asymptotics |
