Pages that link to "Item:Q1808615"
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The following pages link to Time series with unit roots and infinite-variance disturbances (Q1808615):
Displaying 6 items.
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- Simulation analysis of threshold autoregressive unit root tests (Q1952675) (← links)
- Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
