Pages that link to "Item:Q5753413"
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The following pages link to NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (Q5753413):
Displayed 33 items.
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- Functional cointegration: definition and nonparametric estimation (Q905392) (← links)
- Nonparametric estimation in a nonlinear cointegration type model (Q997380) (← links)
- On the sensitivity of unit root inference to nonlinear data transformations (Q1128780) (← links)
- Some generalizations on the algebra of I(1) processes (Q1260678) (← links)
- Special issue on Nonlinear time series models. Part 2. 16th Rencontres Franco-Belges de Statisticiens, Bruxelles, Belgium, November 23--24, 1995 (Q1299539) (← links)
- Cointegration tests on MARS (Q1318307) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- Rank tests for unit roots (Q1372920) (← links)
- On data transformations and evidence of nonlinearity. (Q1614844) (← links)
- On the memory of products of long range dependent time series (Q1672905) (← links)
- Nonparametric estimation in null recurrent time series. (Q1848865) (← links)
- Properties of nonlinear transformations of fractionally integrated processes. (Q1858966) (← links)
- Varieties of long memory models (Q1922359) (← links)
- Long-memory property of nonlinear transformations of break processes (Q1927845) (← links)
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
- Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
- A sign test for unit roots in a momentum threshold autoregressive process (Q2493864) (← links)
- Summability of stochastic processes -- a generalization of integration for non-linear processes (Q2511790) (← links)
- SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT (Q2909253) (← links)
- (Q2971502) (← links)
- CONVERGENCE TO STOCHASTIC POWER INTEGRALS FOR DEPENDENT HETEROGENEOUS PROCESSES (Q3181944) (← links)
- NULL RECURRENT UNIT ROOT PROCESSES (Q3224037) (← links)
- Records Properties of Non Stationary Time Series (Q3391876) (← links)
- The robustness of modified unit root tests in the presence of GARCH (Q3437390) (← links)
- Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- Cointegration and direct tests of the rational expectations hypothesis (Q4853081) (← links)
- Time-Series Forecast Jointly Allowing the Unit-Root Detection and the Box–Cox Transformation (Q5481628) (← links)
- Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
- An invariant sign test for random walks based on recursive median adjustment (Q5942682) (← links)
- Testing for unit roots in the context of misspecified logarithmic random walks. (Q5958523) (← links)