The following pages link to (Q3057785):
Displayed 7 items.
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
- New characterizations of the \(S\) topology on the Skorokhod space (Q1748548) (← links)
- Quantile inference for moderate deviations from a unit root model with infinite variance (Q2355271) (← links)
- A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations (Q2405940) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test (Q4638680) (← links)