Pages that link to "Item:Q528139"
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The following pages link to Model identification for infinite variance autoregressive processes (Q528139):
Displaying 9 items.
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Heavy tails of OLS (Q528137) (← links)
- Misspecification of noncausal order in autoregressive processes (Q1754523) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← links)
- Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (Q2398979) (← links)
- A Gini-based time series analysis and test for reversibility (Q2423186) (← links)
- Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange Rates (Q4558822) (← links)
- MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
