scientific article; zbMATH DE number 5816769
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Publication:3057785
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Cited in
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- New characterizations of the S topology on the Skorokhod space
- Portmanteau-type test for unit root with heavy-tailed noise
- Nearly nonstationary processes under infinite variance GARCH noises
- The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales
- A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process
- Quantile inference for moderate deviations from a unit root model with infinite variance
- A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations
- Marked empirical processes for non-stationary time series
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises
- Limit theory for a general class of GARCH models with just barely infinite variance
- Asymptotic inference for AR models with heavy-tailed G-GARCH noises
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations
- IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS
- A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test
- Nonstationary linear processes with infinite variance GARCH errors
- Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises
- A unified unit root test regardless of intercept
- A unit root test for an AR(1) process with AR errors by using random weighted bootstrap
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing
- Rank test of unit‐root hypothesis with AR‐GARCH errors
- Robust inference in AR-G/GARCH models under model uncertainty
- Testing serial correlation in a general d -factor model with possible infinite variance
- Self-weighted estimation for nonstationary processes with infinite variance GARCH errors
- Bootstrap unit root inference for linear processes of possibly heavy-tailed GARCH-type noises
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