Pages that link to "Item:Q2512843"
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The following pages link to On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843):
Displaying 8 items.
- A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation (Q2036955) (← links)
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
- Nearly nonstationary processes under infinite variance GARCH noises (Q2160010) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS (Q5012628) (← links)
- On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
- Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868) (← links)
- Rank test of unit‐root hypothesis with AR‐GARCH errors (Q6134626) (← links)
