Pages that link to "Item:Q1094062"
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The following pages link to Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\) (Q1094062):
Displaying 11 items.
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- Weak convergence of multivariate fractional processes (Q1411878) (← links)
- On the performance of the DHF tests against nonstationary alternatives (Q2489804) (← links)
- A Stastistical Analysis of Cointegration for I(2) Variables (Q3365344) (← links)
- A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (Q3577697) (← links)
- Testing the Cointegrating Rank with Uncorrelated but Dependent Errors (Q3611808) (← links)
- UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (Q3652623) (← links)
- Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots (Q4275821) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507) (← links)
- Non‐stationary autoregressive processes with infinite variance (Q5397966) (← links)
