Pages that link to "Item:Q5176865"

The following pages link to NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (Q5176865):

Displaying 10 items.

• A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
• Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
• Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
• Understanding temporal aggregation effects on kurtosis in financial indices (Q2116321) (← links)
• Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
• Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept (Q2241623) (← links)
• Hybrid stochastic local unit roots (Q2295812) (← links)
• Spatial autoregressions with an extended parameter space and similarity-based weights (Q6108327) (← links)
• Tempered functional time series (Q6135345) (← links)
• Stochastic local and moderate departures from a unit root and its application to unit root testing (Q6148347) (← links)