Pages that link to "Item:Q1036617"
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The following pages link to Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617):
Displaying 18 items.
- Asymptotic inference for nearly nonstationary AR(1) processes (Q1099564) (← links)
- Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors. IV. A note on the case of a negative unit root (Q1288939) (← links)
- Parameter estimation for nearly nonstationary AR(1) processes (Q1324198) (← links)
- Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (Q1365727) (← links)
- On the asymptotic normality of estimates in the nearly non-stationary AR(1) models (Q1381645) (← links)
- Limit theory for mildly integrated process with intercept (Q1787286) (← links)
- Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance (Q1822873) (← links)
- CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
- Nearly nonstationary processes under infinite variance GARCH noises (Q2160010) (← links)
- Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
- Inference for mean change-point in infinite variance \(AR(p)\) process (Q2518944) (← links)
- Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance (Q2807610) (← links)
- ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES (Q2933195) (← links)
- (Q3479410) (← links)
- Asymptotic inference for a nonstationary double AR(1) model (Q3631495) (← links)
- (Q5325806) (← links)
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
- Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance (Q6549186) (← links)
