Pages that link to "Item:Q1365727"

The following pages link to Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (Q1365727):

Displaying 9 items.

• Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617) (← links)
• 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)
• Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise (Q1805794) (← links)
• Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690) (← links)
• Some remarks on quadratic forms in stable random variables (Q2732350) (← links)
• (Q3479410) (← links)
• Indirect inference for locally stationary ARMA processes with stable innovations (Q5033462) (← links)
• Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)