New tests for unit roots in autoregressive processes with possibly infinite variance errors (Q1962136): Difference between revisions

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+Inference for Near-Integrated Time Series With Infinite Variance
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+Maximum likelihood type estimation for nearly nonstationary autoregressive time series
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+Limit theory for moving averages of random variables with regularly varying tail probabilities
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+M-estimation for autoregression with infinite variance
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Q5624436
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+Q4884570
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+Robust Rank Tests of the Unit Root Hypothesis
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+Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
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+Q3709583
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+An outlier robust unit root test with an application to the extended Nelson-Plosser data
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+Time series in the time domain
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+Unit root tests for time series with outliers
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+UNIT ROOT TESTS BASED ON ADAPTIVE MAXIMUM LIKELIHOOD ESTIMATION
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+CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS  TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
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+Recursive mean adjustment in time-series inferences
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