Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes (Q5397932): Difference between revisions

@@ Property / cites work @@
+Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes
+Normal rank
@@ Property / cites work @@
+Inference for Near-Integrated Time Series With Infinite Variance
+Normal rank
@@ Property / cites work @@
+Time Series with Roots on or Near the Unit Circle
@@ Property / cites work: Time Series with Roots on or Near the Unit Circle / rank @@
+Normal rank
@@ Property / cites work @@
+Q5468801
@@ Property / cites work: Q5468801 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+On the asymptotic normality of the maximum-likelihood estimate when sampling from a stable distribution
+Normal rank
@@ Property / cites work @@
+Portfolio Analysis in a Stable Paretian Market
@@ Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
+Normal rank
@@ Property / cites work @@
+Weak limit theorems for stochastic integrals and stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models
+Normal rank
@@ Property / cites work @@
+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
+Normal rank
@@ Property / cites work @@
+Q2709279
@@ Property / cites work: Q2709279 / rank @@
+Normal rank
@@ Property / cites work @@
+A bivariate stable characterization and domains of attraction
+Normal rank
@@ Property / cites work @@
+Unit Root Tests Based on Unconditional Maximum Likelihood Estimation for the Autoregressive Moving Average
+Normal rank
@@ Property / cites work @@
+Q3276190
@@ Property / cites work: Q3276190 / rank @@
+Normal rank