Mildly explosive autoregression under weak and strong dependence
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Cites work
- scientific article; zbMATH DE number 3814037 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 48220 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- A century of complex Tauberian theory
- A limit theorem for mildly explosive autoregression with stable errors
- Asymptotic normality of regression estimators with long memory errors
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
- Limit theory for moderate deviations from a unit root
- Long Range Dependence
- Mildly explosive autoregression under weak and strong dependence
- On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
- On linear processes with dependent innovations
- Regression with slowly varying regressors and nonlinear trends
- Regularly varying functions
- The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
- Uniform Limit Theory for Stationary Autoregression
Cited in
(22)- Quantile inference for moderate deviations from a unit root model with infinite variance
- Mildly explosive autoregression under weak and strong dependence
- Weakly adaptive estimators in explosive autoregression
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators
- Asymptotic properties of mildly explosive processes with locally stationary disturbance
- Double asymptotics for explosive continuous time models
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process
- Asymptotic inference of least absolute deviation estimation for AR(1) processes
- Mildly explosive autoregression with mixing innovations
- Mildly explosive autoregression under stationary conditional heteroskedasticity
- A limit theorem for mildly explosive autoregression with stable errors
- Asymptotic normality of error density estimator in stationary and explosive autoregressive models
- Inference in continuous systems with mildly explosive regressors
- Asymptotic theory for LAD estimation of moderate deviations from a unit root
- Limit theory for explosive autoregression under conditional heteroskedasticity
- Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes
- Asymptotic theory for rough fractional Vasicek models
- Robust testing for explosive behavior with strongly dependent errors
- Periodogram ordinate: spatial model with near unit roots and dependent errors
- Structural change in nonstationary \(\mathrm{AR}(1)\) models
- Edgeworth and moment approximations: the case of MM and QML estimators for the MA(1) models
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