Pages that link to "Item:Q3552846"

The following pages link to Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846):

Displaying 9 items.

• Model identification for infinite variance autoregressive processes (Q528139) (← links)
• Consistency of Araike's information criterion for infinite variance autoregressive processes (Q1120236) (← links)
• Model selection under nonstationarity: Autoregressive models and stochastic linear regression models (Q1824971) (← links)
• Consistent order selection for ARFIMA processes (Q2148974) (← links)
• Nearly nonstationary processes under infinite variance GARCH noises (Q2160010) (← links)
• Consistent order selection for noncausal autoregressive models via higher-order statistics (Q2640547) (← links)
• (Q4344413) (← links)
• UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
• Analysis of autoregressive models with symmetric stable innovations (Q5147566) (← links)