Pages that link to "Item:Q3473953"

The following pages link to Limit theory for autoregressive-parameter estimates in an infinite-variance random walk (Q3473953):

Displaying 50 items.

• Quantile cointegrating regression (Q302196) (← links)
• \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
• Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
• Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
• An outlier robust unit root test with an application to the extended Nelson-Plosser data (Q1347098) (← links)
• A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) (← links)
• Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434) (← links)
• \(L_1\)-estimation in linear models with heterogeneous white noise (Q1808685) (← links)
• Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
• New tests for unit roots in autoregressive processes with possibly infinite variance errors (Q1962136) (← links)
• Bootstrap tests for unit roots based on LAD estimation (Q1970858) (← links)
• Inference for spatial autoregressive models with infinite variance noises (Q1995608) (← links)
• Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
• Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
• Nearly nonstationary processes under infinite variance GARCH noises (Q2160010) (← links)
• Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
• Computation and application of robust data-driven bandwidth selection for gradient function estimation (Q2279600) (← links)
• Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors (Q2330528) (← links)
• Asymptotic theory for LAD estimation of moderate deviations from a unit root (Q2453917) (← links)
• Computation and application of copula-based weighted average quantile regression (Q2515106) (← links)
• Unit root quantile autoregression testing using covariates (Q2630077) (← links)
• Extremal quantile autoregression for heavy-tailed time series (Q2674515) (← links)
• A quasi-Bayesian change point detection with exchangeable weights (Q2676909) (← links)
• Testing cointegration in quantile regressions with an application to the term structure of interest rates (Q2691647) (← links)
• A new robust inference for predictive quantile regression (Q2697984) (← links)
• Selecting between causal and noncausal models with quantile autoregressions (Q2700580) (← links)
• Quantile Autoregression for Censored Data (Q2817309) (← links)
• Robust unit root tests with autoregressive errors (Q2830189) (← links)
• Estimation of Censored Quantile Regression for Panel Data With Fixed Effects (Q2861819) (← links)
• UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS (Q2878818) (← links)
• Unit root bootstrap tests under infinite variance (Q2930899) (← links)
• EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION (Q2936836) (← links)
• <i>M</i>-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS (Q2995418) (← links)
• M-estimation for near unit roots in spatial autoregression with infinite variance (Q3106390) (← links)
• A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
• MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS (Q3632396) (← links)
• Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods (Q3842862) (← links)
• UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
• Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law (Q4639148) (← links)
• EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS (Q4979495) (← links)
• NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS (Q5012628) (← links)
• Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications (Q5082783) (← links)
• Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) (← links)
• Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions (Q5130252) (← links)
• Averaged Autoregression Quantiles in Autoregressive Model (Q5141226) (← links)
• BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES (Q5384847) (← links)
• Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes (Q5397932) (← links)
• Non‐stationary autoregressive processes with infinite variance (Q5397966) (← links)
• Nonstationary nonlinear quantile regression (Q5860924) (← links)
• Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors (Q5861012) (← links)