Pages that link to "Item:Q2886940"
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The following pages link to A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS (Q2886940):
Displayed 13 items.
- Double asymptotics for explosive continuous time models (Q284296) (← links)
- Trimmed stable AR(1) processes (Q404137) (← links)
- Mildly explosive autoregression under weak and strong dependence (Q527993) (← links)
- Mildly explosive autoregression with mixing innovations (Q684059) (← links)
- Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311) (← links)
- Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
- Quantile inference for moderate deviations from a unit root model with infinite variance (Q2355271) (← links)
- Asymptotic theory for LAD estimation of moderate deviations from a unit root (Q2453917) (← links)
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
- NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES (Q3632421) (← links)
- Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) (← links)
- Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient (Q6164871) (← links)
- Least absolute deviation estimation for AR(1) processes with roots close to unity (Q6175878) (← links)