Pages that link to "Item:Q1260678"
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The following pages link to Some generalizations on the algebra of I(1) processes (Q1260678):
Displayed 8 items.
- Varieties of long memory models (Q1922359) (← links)
- Long-memory property of nonlinear transformations of break processes (Q1927845) (← links)
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
- SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT (Q2909253) (← links)
- (Q2971502) (← links)
- Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers (Q3440749) (← links)
- NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION (Q4864577) (← links)
- Testing for unit roots in the context of misspecified logarithmic random walks. (Q5958523) (← links)