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Figure 1. Median absolute errors (MAEs) under mean-stationarity. This figure presents the MAEs for all estimators of α and β correspondingto all the designs considered in our simulations under mean-stationarity.
Figure 2. MAEs under mean-nonstationarity. This figure presents the median absolute errors (MAEs) for all estimators of α and β corre-sponding to all the designs considered in our simulations under mean-nonstationarity.
Table 1. Simulation results for N = 50, T = 4
Table 2. Simulation results for variants of Design 5
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