Pages that link to "Item:Q1431346"
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The following pages link to Subsampling unit root tests for heavy-tailed observations (Q1431346):
Displaying 10 items.
- Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations (Q2405940) (← links)
- Unit root bootstrap tests under infinite variance (Q2930899) (← links)
- Overlapping subsampling and invariance to initial conditions (Q2980116) (← links)
- Subsampling cointegration tests in heavy-tailed observation (Q2993935) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)