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 / author: Stefan Mittnik / rank | |||
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Property / author: Jeong-Ryeol Kim / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / 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
Language | Label | Description | Also known as |
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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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