Portmanteau-type test for unit root with heavy-tailed noise (Q2059452): Difference between revisions

@@ Property / author @@
-Rong Mao Zhang
@@ Property / author: Rong Mao Zhang / rank @@
-Normal rank
@@ Property / author @@
+Rong Mao Zhang
@@ Property / author: Rong Mao Zhang / 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.jspi.2021.09.003
+Normal rank
@@ Property / OpenAlex ID @@
+W3202251184
@@ Property / OpenAlex ID: W3202251184 / rank @@
+Normal rank
@@ Property / cites work @@
+UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS
@@ Property / cites work: UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS / rank @@
+Normal rank
@@ Property / cites work @@
+The bootstrap of the mean with arbitrary bootstrap sample size
+Normal rank
@@ Property / cites work @@
+A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations
+Normal rank
@@ Property / cites work @@
+Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction
+Normal rank
@@ Property / cites work @@
+Q5525727
@@ Property / cites work: Q5525727 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT
+Normal rank
@@ Property / cites work @@
+UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS
+Normal rank
@@ Property / cites work @@
+Q5325806
@@ Property / cites work: Q5325806 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3057785
@@ Property / cites work: Q3057785 / rank @@
+Normal rank
@@ Property / cites work @@
+A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS
+Normal rank
@@ Property / cites work @@
+Limit theory for the sample covariance and correlation functions of moving averages
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+UNIT ROOT TESTS WITH WAVELETS
@@ Property / cites work: UNIT ROOT TESTS WITH WAVELETS / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Unit Root Tests and Heavy‐Tailed Innovations
@@ Property / cites work: Unit Root Tests and Heavy‐Tailed Innovations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+A bootstrap approximation to a unit root test statistic for heavy-tailed observations.
+Normal rank
@@ Property / cites work @@
+Q5624460
@@ Property / cites work: Q5624460 / rank @@
+Normal rank
@@ Property / cites work @@
+Subsampling unit root tests for heavy-tailed observations
+Normal rank
@@ Property / cites work @@
+Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
+Normal rank
@@ Property / cites work @@
+Optimal Inference in Regression Models with Nearly Integrated Regressors
+Normal rank
@@ Property / cites work @@
+Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
+Normal rank
@@ Property / cites work @@
+Subsampling inference for the mean in the heavy-tailed case.
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
+Normal rank
@@ Property / cites work @@
+A Note on Unit Root Tests with Infinite Variance Noise
+Normal rank
@@ Property / cites work @@
+Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
+Normal rank
@@ Property / cites work @@
+Portmanteau-type tests for unit-root and cointegration
+Normal rank
@@ Property / cites work @@
+NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2059452