Pages that link to "Item:Q1615082"

The following pages link to The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082):

Displaying 3 items.

• Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
• Ratio detections for change point in heavy tailed observations (Q5082994) (← links)
• Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)