Unit roots test: spatial model with long memory errors (Q1644197): Difference between revisions

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+A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations
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+Regression Models with Spatially Correlated Errors
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+Testing for unit roots in a nearly nonstationary spatial autoregressive process
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+Invariance principles for self-similar set-indexed random fields
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+Q5560061
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+UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Q3244542
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+Q4895038
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+A multivariate stochastic unit root model with an application to derivative pricing
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+A subclass of lattice processes applied to a problem in planar sampling
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+On the design of experiments under spatial correlation
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+Central limit theorem for Fourier transform and periodogram of random fields
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+DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY
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+An invariance principle for fractional Brownian sheets
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+Stochastic-Process Limits
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+Q3605398
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+Cameron-Martin Translation Theorems in the Wiener Space of Functions of Two Variables
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+Q129891541
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