Pages that link to "Item:Q5748779"
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The following pages link to Inference for Near-Integrated Time Series With Infinite Variance (Q5748779):
Displayed 10 items.
- Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617) (← links)
- Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (Q1365727) (← links)
- Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise (Q1805794) (← 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)
- A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS (Q2886940) (← links)
- MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS (Q3632396) (← links)
- Parameter inference for time series with regular and seasonal unit roots (Q4843756) (← links)
- NON‐STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES WITH INFINITE VARIANCE (Q5285836) (← links)
- An invariant sign test for random walks based on recursive median adjustment (Q5942682) (← links)