Pages that link to "Item:Q1296604"
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The following pages link to Cointegrated processes with infinite variance innovations (Q1296604):
Displaying 12 items.
- The power of unit root tests under local-to-finite variance errors (Q727839) (← links)
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
- Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434) (← links)
- Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690) (← links)
- SUBSAMPLING THE JOHANSEN TEST WITH STABLE INNOVATIONS (Q2810412) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- Unit root tests and dramatic shifts with infinite variance processes (Q3184468) (← links)
- Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
- MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS (Q3632396) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- COMMENT ON “WEAK CONVERGENCE TO A MATRIX STOCHASTIC INTEGRAL WITH STABLE PROCESSES” (Q5199500) (← links)
