Pages that link to "Item:Q5936766"

The following pages link to Inference for some time series models with random coefficients and infinite variance innovations (Q5936766):

Displaying 9 items.

• Estimating the codifference function of linear time series models with infinite variance (Q537535) (← links)
• Inferences about the parameters of a time series model with changing variance (Q795457) (← links)
• Smoothed estimates for models with random coefficients and infinite variance innovations (Q1765004) (← links)
• On some new results for cointegrated processes with infinite variance innovations (Q2769701) (← links)
• Inference for the fourth-order innovation cumulant in linear time series (Q2789392) (← links)
• Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models (Q4606959) (← links)
• Random autoregressive models: A structured overview (Q5065206) (← links)
• (Q5325806) (← links)
• Inference for some time series models with random coefficients and infinite variance innovations (Q5936766) (← links)