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Florian Heinrichs

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Preprint Aug 2026

Testing for Stable Intervals in Non-Stationary Time Series

Many time series are not stable over their full observation horizon, but may contain scientifically meaningful periods during which a signal remains stable up to a prescribed tolerance. We formulate this as an existence test for stable intervals in a non-stationary regression model with dependent, locally stationary er...

Florian Heinrichs · 0 citations

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