An invariant sign test for random walks based on recursive median adjustment (Q5942682): Difference between revisions

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+Threshold Autoregression with a Unit Root
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+Inference for Near-Integrated Time Series With Infinite Variance
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Efficient Tests for an Autoregressive Unit Root
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+Q4884570
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+NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
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+Alternative methods of detrending and the power of unit root tests
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+An outlier robust unit root test with an application to the extended Nelson-Plosser data
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+Time Series Regression with a Unit Root
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+Towards a unified asymptotic theory for autoregression
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+Distribution theory for unit root tests with conditional heteroskedasticity
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+UNIT ROOT TESTS BASED ON ADAPTIVE MAXIMUM LIKELIHOOD ESTIMATION
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+New tests for unit roots in autoregressive processes with possibly infinite variance errors
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+recursive Mean Adjustment for Unit Root Tests
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+Recursive mean adjustment in time-series inferences
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+Q3999154
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+Publication:5942682