Pages that link to "Item:Q1615082"
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The following pages link to The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082):
Displaying 4 items.
- Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
- Evidence of spurious regression driven by heavy-tailed observations with structural changes (Q2974914) (← links)
- Ratio detections for change point in heavy tailed observations (Q5082994) (← links)
- Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)