{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,13]],"date-time":"2026-02-13T07:02:25Z","timestamp":1770966145889,"version":"3.50.1"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[1999,10,1]],"date-time":"1999-10-01T00:00:00Z","timestamp":938736000000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1999,10]]},"abstract":"<jats:p>We construct properly scaled functions of \n<jats:italic>R<\/jats:italic><jats:sup><jats:italic>p<\/jats:italic><\/jats:sup>-valued partial sums of \ndemeaned data and derive bounds via the functional law \nof the iterated logarithm for strong mixing processes. \nIf we obtain a value below or equal to the bound we decide \nin favor of <jats:italic>I<\/jats:italic>(0); otherwise we decide in favor \nof <jats:italic>I<\/jats:italic>(1). This provides a consistent rule for \nclassifying time series as being <jats:italic>I<\/jats:italic>(1) or <jats:italic>I<\/jats:italic>(0). \nThe nice feature of the procedure lies in the almost sure \nnature of the bound, guaranteeing a lim sup\u2013type result. \nWe finally provide conditions for the strong consistency of \nestimators of the variance in the dependent and heterogeneous \ncase.<\/jats:p>","DOI":"10.1017\/s0266466699155014","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:47:49Z","timestamp":1027777669000},"page":"643-663","source":"Crossref","is-referenced-by-count":17,"title":["DECIDING BETWEEN <i>I<\/i>(0) AND <i>I<\/i>(1) VIA \nFLIL-BASED BOUNDS"],"prefix":"10.1017","volume":"15","author":[{"given":"Valentina","family":"Corradi","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[1999,10,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466699155014","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,9]],"date-time":"2019-05-09T20:09:30Z","timestamp":1557432570000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466699155014\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1999,10]]},"references-count":0,"journal-issue":{"issue":"5","published-print":{"date-parts":[[1999,10]]}},"alternative-id":["S0266466699155014"],"URL":"https:\/\/doi.org\/10.1017\/s0266466699155014","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1999,10]]}}}