Pages that link to "Item:Q3178627"
From MaRDI portal
The following pages link to Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance (Q3178627):
Displaying 5 items.
- The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent (Q870513) (← links)
- A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) (← links)
- Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
- ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE (Q4700856) (← links)
- On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations (Q6171302) (← links)