NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC
研究了布雷通统计量的极限分布，证明其极限值介于0和1/π²之间，该结果适用于任何随机变量假设，对非参数检验I(1)假设有理论意义。
We consider the Breitung (2002, Journal of Econometrics 108, 343–363) statistic ξ n , which provides a nonparametric test of the I(1) hypothesis. If ξ denotes the limit in distribution of ξ n as n → ∞, we prove (Theorem 1) that 0 ≤ ξ ≤ 1/π 2 , a result that holds under any assumption on the underlying random variables. The result is a special case of a more general result (Theorem 3), which we prove using the so-called cotangent method associated with Cauchy's residue theorem.