We study inference on the common stochastic trends in a nonstationary, N -variate time series y t , in the possible presence of heavy tails. We propose a novel methodology which
Timeseries data from \'north_white_hills\' (boem_ahmd_north_white_hills)cdm_data_type = TimeSeriesProfileVARIABLES:time (seconds since 1970-01-01T00:00:00Z)latitude (degrees_north)longitude (degrees_e