Browsing Matemáticas Aplicadas by Author "Aquino Chávez, Juan Carlos"
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Functional Central Limit Theorems and Unit Root Testing
Aquino Chávez, Juan Carlos (Pontificia Universidad Católica del PerúPE, 2024-06-28)This paper analyzes and employs two versions of the Functional Central Limit Theorem within the framework of a unit root with a structural break. Initial attention is focused on the probabilistic structure of the time ...