Pages that link to "Item:Q1807062"
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The following pages link to Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062):
Displaying 46 items.
- Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
- Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- Joint modeling of cointegration and conditional heteroscedasticity with applications (Q816593) (← links)
- A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity (Q946272) (← links)
- Test for parameter change in ARMA models with GARCH innovations (Q947213) (← links)
- Residual empirical processes for long and short memory time series (Q955149) (← links)
- The asymptotic convexity of the negative likelihood function of GARCH models (Q959162) (← links)
- A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors (Q1003937) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- On the choice of test for a unit root when the errors are conditionally heteroskedastic (Q1615170) (← links)
- A frequentist approach to Bayesian asymptotics (Q1792448) (← links)
- Asymptotic theory for multivariate GARCH processes. (Q1867194) (← links)
- Semi-nonparametric cointegration testing (Q1867722) (← links)
- Regression quantiles for unstable autoregressive models (Q1877008) (← links)
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density (Q2084060) (← links)
- Nearly nonstationary processes under infinite variance GARCH noises (Q2160010) (← links)
- Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors (Q2330528) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- A note on unit root tests with heavy-tailed GARCH errors (Q2493878) (← links)
- Residual empirical processes for nearly unstable long-memory time series (Q2511572) (← links)
- Unit root testing in the presence of heavy-tailed GARCH errors (Q2810358) (← links)
- A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626) (← links)
- Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
- Wavelet Improvement of the Over-Rejection of Unit Root Test Under GARCH Errors: An Application to Swedish Immigration Data (Q3017851) (← links)
- Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
- ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS (Q3375346) (← links)
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS (Q3409060) (← links)
- Asymptotic laws of successive least squares estimates for seasonal arima models and application (Q3440774) (← links)
- Testing for a unit root under errors with just barely infinite variance (Q3552865) (← links)
- NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES (Q3632421) (← links)
- Statistical Adequacy and the Testing of Trend Versus Difference Stationarity (Q4414344) (← links)
- Testing for reduction to random walk in autoregressive conditional heteroskedasticity models (Q4416017) (← links)
- ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Q4561954) (← links)
- ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS (Q4561968) (← links)
- Estimation and Testing Stationarity for Double-Autoregressive Models (Q4665831) (← links)
- Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence (Q4805312) (← links)
- Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors (Q5221513) (← links)
- LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS (Q5411515) (← links)
- A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment (Q5451141) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (Q5944502) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
- Rank test of unit‐root hypothesis with AR‐GARCH errors (Q6134626) (← links)
- Adaptive Testing for Cointegration With Nonstationary Volatility (Q6620899) (← links)
