suffer from finite sample distortions, both under sequential testing and under long time spans. The latter finding is new …

finite sample distortions, both under sequential testing and under long time spans. The latter finding is new, and confirms …

tests usually leads to sequential testing bias, which in turn leads to jump discovery with probability one, in the limit … long-span asymptotics, which solve both the test consistency and the sequential testing bias problems discussed above, in …