Pages that link to "Item:Q2305988"
From MaRDI portal
The following pages link to Robust causality test of infinite variance processes (Q2305988):
Displaying 5 items.
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- A causality-in-variance test and its application to financial market prices (Q1915462) (← links)
- Empirical likelihood test for causality of bivariate AR(1) processes (Q2878812) (← links)
- ON THE CAUSALITY TEST IN TIME SERIES MODELS WITH HEAVY-TAILED DISTRIBUTION (Q4416923) (← links)
- Robust inference theory for non-regular time series models and its extensions (Q6601515) (← links)