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Table 1. Note that our method does not require any user-
Table 1. Percentages of coverage of the 95% confidence intervals (mean lengths of the interval in the parentheses) of the mean μ in (5), whereμ is set to be zero
Table 2. Percentages of coverage of the 95% confidence intervals (mean lengths of the interval in the parentheses) of the mean μ in (5), whereμ is set to be zero
Table 3. Percentages of coverage of the 95% confidence intervals (mean lengths of the interval in the parentheses) of the linear trend model (7)with (b1, b2)=(0, 5), (A1)–AR(1), single volatility shifts
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