Pages that link to "Item:Q5753413"

The following pages link to NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (Q5753413):

Displaying 26 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)