Pages that link to "Item:Q5743241"
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The following pages link to Local Explosion Modelling by Non-Causal Process (Q5743241):
Displaying 18 items.
- Inference in continuous systems with mildly explosive regressors (Q1676388) (← links)
- Misspecification of noncausal order in autoregressive processes (Q1754523) (← links)
- Estimation of time series models using residuals dependence measures (Q2105206) (← links)
- A time-varying parameter model for local explosions (Q2116324) (← links)
- Stationary bubble equilibria in rational expectation models (Q2227066) (← links)
- Noncausal counting processes: a queuing perspective (Q2233556) (← links)
- Noncausal vector AR processes with application to economic time series (Q2305989) (← links)
- Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (Q2398979) (← links)
- Selecting between causal and noncausal models with quantile autoregressions (Q2700580) (← links)
- On causal and non‐causal cointegrated vector autoregressive time series (Q5063320) (← links)
- MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
- Stochastic properties of nonlinear locally-nonstationary filters (Q6108342) (← links)
- Noncausal affine processes with applications to derivative pricing (Q6146675) (← links)
- Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation (Q6554226) (← links)
- Optimization of the generalized covariance estimator in noncausal processes (Q6581657) (← links)
- Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds (Q6620978) (← links)
- Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling (Q6626284) (← links)
- Time aggregation of mixed causal-noncausal models (Q6665058) (← links)
