## Abstract This paper considers the problem of testing for the presence of stochastic trends in multivariate time series with structural breaks. The breakpoints are assumed to be known. The testing framework is the multivariate locally best invariant test and the common trend test of Nyblom and Ha
โฆ LIBER โฆ
Filter-design and model-based analysis of trends and cycles in the presence of outliers and structural breaks
โ Scribed by Rainer Metz
- Book ID
- 107474715
- Publisher
- Springer-Verlag
- Year
- 2009
- Tongue
- English
- Weight
- 649 KB
- Volume
- 4
- Category
- Article
- ISSN
- 1863-2505
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Dynamic nonlinear loads, such as power electronic devices, often inject time varying currents into the power network. These time varying currents may cause harmonic voltage resonance at noninteger multiples of the fundamental frequency and degrade the voltage quality and performance of harmonic filt