The following pages link to (Q3057785):
Displaying 21 items.
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
- Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136) (← links)
- New characterizations of the \(S\) topology on the Skorokhod space (Q1748548) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- Nearly nonstationary processes under infinite variance GARCH noises (Q2160010) (← links)
- The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales (Q2211341) (← links)
- A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process (Q2322647) (← links)
- Quantile inference for moderate deviations from a unit root model with infinite variance (Q2355271) (← links)
- A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations (Q2405940) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- Limit theory for a general class of GARCH models with just barely infinite variance (Q2930910) (← links)
- IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS (Q4585030) (← links)
- A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test (Q4638680) (← links)
- NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS (Q5012628) (← links)
- Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868) (← links)
- A unit root test for an AR(1) process with AR errors by using random weighted bootstrap (Q6054007) (← 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)
- Robust inference in AR-G/GARCH models under model uncertainty (Q6546439) (← links)
- Testing serial correlation in a general <i>d</i> -factor model with possible infinite variance (Q6579843) (← links)
