Pages that link to "Item:Q5942687"
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The following pages link to A consistent nonparametric test of ergodicity for time series with applications (Q5942687):
Displayed 6 items.
- Short-memory and the PPP hypothesis (Q956508) (← links)
- Development and application of ergodicity model with FRCM and FLAR for hydrological process (Q1045274) (← links)
- Estimation of ergodic agent-based models by simulated minimum distance (Q1623990) (← links)
- Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes (Q1782687) (← links)
- Stationarity as a path property (Q5109852) (← links)
- Bootstrapping unit root tests with covariates (Q5864458) (← links)