Pages that link to "Item:Q2860174"

The following pages link to Bootstrap inference for nearly nonstationary autoregressive models with heavy-tailed innovations (Q2860174):

Displaying 7 items.

• A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) (← links)
• Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
• CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
• Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
• Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
• On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395) (← links)
• Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)