Pages that link to "Item:Q2294452"
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The following pages link to Inference in heavy-tailed vector error correction models (Q2294452):
Displayed 6 items.
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
- Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868) (← links)
- Inference for the VEC(1) model with a heavy-tailed linear process errors* (Q6082963) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
- Inference in Heavy-Tailed Nonstationary Multivariate Time Series (Q6154015) (← links)