Time series with unit roots and infinite-variance disturbances (Q1808615): Difference between revisions

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Property / author: Stefan Mittnik / rank
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Property / author: Jeong-Ryeol Kim / rank
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Property / cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root / rank
 
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Property / cites work: Testing for a unit root in time series regression / rank
 
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Property / cites work: Point processes, regular variation and weak convergence / rank
 
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Property / cites work: Time Series Regression with a Unit Root / rank
 
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Latest revision as of 09:40, 29 May 2024

scientific article
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English
Time series with unit roots and infinite-variance disturbances
scientific article

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    Time series with unit roots and infinite-variance disturbances (English)
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    3 July 2000
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    infinite-variance disturbances
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    unit root test
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    stable non-Gaussian distribution
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