Pages that link to "Item:Q4237921"

The following pages link to Bootstrapping unstable first order autoregressive process with errors in the domain of attraction of stable law (Q4237921):

Displaying 9 items.

• Modified tests for variance changes in autoregressive regression (Q632729) (← links)
• Testing for bubbles and change-points (Q953776) (← links)
• A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) (← links)
• Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434) (← links)
• Bootstrapping unstable first-order autoregressive processes (Q2277730) (← links)
• Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes (Q3212162) (← links)
• A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept (Q3361763) (← links)
• UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
• Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law (Q4639148) (← links)