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Extension of the testing approach to break-point models
The process $\{X_{t,T}\}$ in (alt3) is a univariate autoregressive process with a coefficient changing from $0.5$ to $-0.5$ at $t=T/2$ . Extension conjecture. The testing approach s…
Conjectureopenlocally-stationary-processes stationarity-testing time-seriesarXiv posted 2 days ago

Extension of the testing approach to break-point models