Pages that link to "Item:Q413784"
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The following pages link to Empirical processes for infinite variance autoregressive models (Q413784):
Displaying 12 items.
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Consistency of Araike's information criterion for infinite variance autoregressive processes (Q1120236) (← links)
- On rank estimates and the empirical distribution function of residuals in autoregression with a possibly infinite variance (Q1361118) (← links)
- A note on the residual empirical process in autoregressive models (Q1380552) (← links)
- Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance (Q1822873) (← links)
- Trimmed portmanteau test for linear processes with infinite variance (Q2267596) (← links)
- On some new results for cointegrated processes with infinite variance innovations (Q2769701) (← links)
- (Q3178417) (← links)
- Theory & Methods: <i>ε</i>‐Repetitions of the Maximum Residuals in an AR(1) Model (Q4540799) (← links)
- (Q4935611) (← links)
- (Q5325806) (← links)
- A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873) (← links)