Pages that link to "Item:Q2930899"
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The following pages link to Unit root bootstrap tests under infinite variance (Q2930899):
Displayed 6 items.
- Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434) (← links)
- A Gini-based unit root test (Q1659164) (← links)
- Robust unit root tests with autoregressive errors (Q2830189) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law (Q4639148) (← links)
- Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868) (← links)