Pages that link to "Item:Q1260678"
From MaRDI portal
The following pages link to Some generalizations on the algebra of I(1) processes (Q1260678):
Displaying 12 items.
- Varieties of long memory models (Q1922359) (← links)
- Long-memory property of nonlinear transformations of break processes (Q1927845) (← links)
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
- Summability of stochastic processes -- a generalization of integration for non-linear processes (Q2511790) (← links)
- Sums of exponentials of random walks with drift (Q2909253) (← links)
- TRANSFORMED POLYNOMIALS FOR NONLINEAR AUTOREGRESSIVE MODELS OF THE CONDITIONAL MEAN (Q2936571) (← links)
- (Q2971502) (← links)
- Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers (Q3440749) (← links)
- On Backshift-Operator polynomial transformations to stationarity for nonstationary time series and their aggregates (Q3690917) (← links)
- NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION (Q4864577) (← links)
- (Q5192597) (← links)
- Testing for unit roots in the context of misspecified logarithmic random walks. (Q5958523) (← links)