Nonstationarity in time series of state densities

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Forecasting: theory and practice (2020, background): “essive fractionally integrated moving average model. The models mentioned above require stationarity, which is often rejected. Horvath et al.´ (2014) proposed a functional KPSS test for stationarity. Chang et al. (2016) studied nonstationarity of the time series of state densities, while Beare et al”