Pages that link to "Item:Q2807610"
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The following pages link to Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance (Q2807610):
Displaying 5 items.
- Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617) (← links)
- Estimating change points in nonparametric time series regression models (Q2208375) (← links)
- Inference for mean change-point in infinite variance \(AR(p)\) process (Q2518944) (← 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)