The following pages link to STOCHASTIC UNIT ROOT MODELS (Q3434190):
Displaying 6 items.
- Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
- Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
- Heavy tailed time series with extremal independence (Q2352978) (← links)
- Duration time-series models with proportional hazard (Q3608189) (← links)
- REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS (Q3632413) (← links)
- SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS (Q5051521) (← links)
