Pages that link to "Item:Q4637610"
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The following pages link to UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610):
Displaying 10 items.
- Unit roots test: spatial model with long memory errors (Q1644197) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- On robust testing for trend (Q2126184) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS (Q5012628) (← links)
- Robust inference in conditionally heteroskedastic autoregressions (Q5860968) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- A family of nonparametric unit root tests for processes driven by infinite variance innovations (Q6039111) (← links)
- Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868) (← links)
- Rank test of unit‐root hypothesis with AR‐GARCH errors (Q6134626) (← links)
