Pages that link to "Item:Q1423259"

The following pages link to A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259):

Displaying 21 items.

• Monitoring persistent change in a heavy-tailed sequence with polynomial trends (Q395915) (← links)
• Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494) (← links)
• Modified tests for variance changes in autoregressive regression (Q632729) (← links)
• Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235) (← links)
• Bootstrap tests for structural change with infinite variance observations (Q731938) (← links)
• Monitoring persistence change in infinite variance observations (Q744739) (← links)
• The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent (Q870513) (← links)
• Testing for bubbles and change-points (Q953776) (← links)
• Strong convergence rate of robust estimator of change point (Q991162) (← links)
• Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
• A robust test for mean change in dependent observations (Q2261987) (← links)
• Estimation of the mean for critical branching process and its bootstrap approximation (Q2392257) (← links)
• Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
• A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations (Q2405940) (← links)
• Unit root bootstrap tests under infinite variance (Q2930899) (← links)
• Detection and estimation of structural change in heavy-tailed sequence (Q2980141) (← links)
• Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance (Q3178627) (← links)
• A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
• UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
• Ratio detection for mean change in <i>α</i> mixing observations (Q5078369) (← links)
• Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868) (← links)