Regression quantiles for unstable autoregressive models (Q1877008): Difference between revisions

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+An Empirical Quantile Function for Linear Models with | operatornameiid Errors
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+Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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+Q5560061
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Robust Rank Tests of the Unit Root Hypothesis
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+Q3946864
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+Regression Quantiles
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+Robust Tests for Heteroscedasticity Based on Regression Quantiles
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+Autoregression quantiles and related rank-scores processes
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+Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors
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+ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY  INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS
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+ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(<i>p</i>) PROCESSES
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+Time Series Regression with a Unit Root
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+Asymptotic Distribution of Least Squares Estimators for Purely Unstable Arma (m,∞)
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+https://doi.org/10.1016/s0047-259x(03)00127-1
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+W2033883673
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