is discussed in terms of the leading example of bootstrap-based hypothesis testing in the well-known first order auto … conditions and their implications for possible improvements in terms of (empirical) size and power for bootstrap-based testing …, when compared to asymptotic testing, are illustrated by simulations. Following this, an overview of selected recent …

paper provides a formal method of testing for nonstationary long memory against the alternative of particular forms of …

on testing only. The authors aim to maximize power to detect non-linearities and, simultaneously, they purport avoiding …