Pages that link to "Item:Q2355271"
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The following pages link to Quantile inference for moderate deviations from a unit root model with infinite variance (Q2355271):
Displaying 6 items.
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models (Q952867) (← links)
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
- (Q3057785) (← links)
- Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
- Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance (Q6549186) (← links)