Pages that link to "Item:Q1036617"
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The following pages link to Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617):
Displaying 3 items.
- CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
- Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
- Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance (Q6549186) (← links)
