Pages that link to "Item:Q2445492"

The following pages link to Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance (Q2445492):

Displaying 10 items.

• Limit theory for moderate deviations from a unit root (Q278238) (← links)
• Smoothing local-to-moderate unit root theory (Q736676) (← links)
• Quantile inference for moderate deviations from a unit root model with infinite variance (Q2355271) (← links)
• Asymptotic theory for LAD estimation of moderate deviations from a unit root (Q2453917) (← links)
• ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES (Q2933195) (← links)
• STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
• Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
• Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) (← links)
• Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence (Q5739174) (← links)
• Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance (Q6549186) (← links)