Pages that link to "Item:Q1754523"
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The following pages link to Misspecification of noncausal order in autoregressive processes (Q1754523):
Displaying 4 items.
- ORDER IDENTIFICATION IN MISSPECIFIED AUTOREGRESSIVE TIME SERIES MODELS (Q4299035) (← links)
- SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY (Q5218427) (← 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)