the existence of shift for periodically correlated processes and its boundedness are investigated. spectral criteria for these non-stationary processes to have such shifts are obtained.

In this paper we investigate to what extent the bootstrap can be applied conditional mean models, such as regression or time series when volatility of innovations is random and possibly non-stationary. fact, many economic financial displays persistent changes possible non-stationarity. However, theory for models has focused on deterministic unconditional variance little known about performance ...