This article considers the problem of testing for a nonstochastic seasonal unit root in a seasonally observed time series process against the alternative of a randomized seasonal root with mean unity; ...
In this paper, functional limit theorems for general fractional processes are established under quite weak conditions. The results are then used to derive weak convergence of general nonstationary ...
This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Data Science, BSc in Financial Mathematics and Statistics, BSc in Mathematics with Data Science, BSc ...
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