The following pages link to (Q5325806):
Displayed 10 items.
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
- Nearly nonstationary processes under infinite variance GARCH noises (Q2160010) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
- The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes (Q2956056) (← links)
- NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS (Q5012628) (← links)
- Non‐stationary autoregressive processes with infinite variance (Q5397966) (← links)