Pages that link to "Item:Q5411515"
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The following pages link to LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS (Q5411515):
Displaying 7 items.
- Linear double autoregression (Q1792485) (← links)
- Nearly nonstationary processes under infinite variance GARCH noises (Q2160010) (← links)
- QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
- A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
- Least absolute deviation estimation for AR(1) processes with roots close to unity (Q6175878) (← links)
- On Mixture Double Autoregressive Time Series Models (Q6616614) (← links)
