Pages that link to "Item:Q2930899"
From MaRDI portal
The following pages link to Unit root bootstrap tests under infinite variance (Q2930899):
Displaying 11 items.
- The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent (Q870513) (← links)
- Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434) (← links)
- A Gini-based unit root test (Q1659164) (← links)
- New tests for unit roots in autoregressive processes with possibly infinite variance errors (Q1962136) (← links)
- Bootstrap tests for unit roots based on LAD estimation (Q1970858) (← links)
- Robust unit root tests with autoregressive errors (Q2830189) (← links)
- Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance (Q3178627) (← 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)
- Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law (Q4639148) (← links)
- Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868) (← links)
