Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets

The Durbin-Watson ratio under infinite-variance errors

Phillips, Peter C. B., (1991)

Testing covariance stationarity under moment condition failure with an application to common stock returns

Phillips, Peter C. B., (1990)

Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets

Loretan, Mico, (1994)