Quantile inference for moderate deviations from a unit root model with infinite variance (Q2355271): Difference between revisions

@@ Property / author @@
-Zheng Yan Lin
@@ Property / author: Zheng Yan Lin / rank @@
-Normal rank
@@ Property / author @@
+Zheng Yan Lin
@@ Property / author: Zheng Yan Lin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jkss.2014.09.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2063829783
@@ Property / OpenAlex ID: W2063829783 / rank @@
+Normal rank
@@ Property / cites work @@
+A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS
+Normal rank
@@ Property / cites work @@
+Q5468801
@@ Property / cites work: Q5468801 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3057785
@@ Property / cites work: Q3057785 / rank @@
+Normal rank
@@ Property / cites work @@
+Donsker's theorem for self-normalized partial sums processes
+Normal rank
@@ Property / cites work @@
+M-estimation for autoregression with infinite variance
+Normal rank
@@ Property / cites work @@
+When is the Student \(t\)-statistic asymptotically standard normal?
+Normal rank
@@ Property / cites work @@
+Uniform Limit Theory for Stationary Autoregression
+Normal rank
@@ Property / cites work @@
+Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance
+Normal rank
@@ Property / cites work @@
+Q3413299
@@ Property / cites work: Q3413299 / rank @@
+Normal rank
@@ Property / cites work @@
+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Probability Inequalities
@@ Property / cites work: Probability Inequalities / rank @@
+Normal rank
@@ Property / cites work @@
+Mildly explosive autoregression under weak and strong dependence
+Normal rank
@@ Property / cites work @@
+Limit theory for moderate deviations from a unit root
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2355271