Pages that link to "Item:Q1423259"
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The following pages link to A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259):
Displayed 6 items.
- Modified tests for variance changes in autoregressive regression (Q632729) (← links)
- Bootstrap tests for structural change with infinite variance observations (Q731938) (← 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)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)