Pages that link to "Item:Q5012628"
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The following pages link to NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS (Q5012628):
Displaying 6 items.
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- Infinite variance stable Gegenbauer ARFISMA models (Q2138255) (← links)
- Nearly nonstationary processes under infinite variance GARCH noises (Q2160010) (← links)
- On strict stationarity of nonlinear ARMA processes with nonlinear GARCH innovations (Q2479675) (← links)
- (Q3057785) (← links)
- Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868) (← links)