Pages that link to "Item:Q3646977"
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The following pages link to Time Series with Roots on or Near the Unit Circle (Q3646977):
Displaying 10 items.
- Nearly unstable family of stochastic processes given by stochastic differential equations with time delay (Q826955) (← links)
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- Nearly nonstationary processes under infinite variance GARCH noises (Q2160010) (← links)
- A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations (Q2405940) (← links)
- TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS (Q2890711) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes (Q5397932) (← links)
- Non‐stationary autoregressive processes with infinite variance (Q5397966) (← links)
- Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868) (← links)
- Least absolute deviation estimation for AR(1) processes with roots close to unity (Q6175878) (← links)