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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Functional large deviations for multivariate regularly varying random walks
Hult, Henrik
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contributor
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2004
Persistent link: https://www.econbiz.de/10002789863
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2
Random walk smooth transition autoregressive models
Anderson, Heather M.
;
Low, Chin Nam
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2004
Persistent link: https://www.econbiz.de/10002474788
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3
The Dickey-Fuller-test for exponential random walks
Davies, Laurie
;
Krämer, Walter
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2000
Persistent link: https://www.econbiz.de/10001601941
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4
Testing for unit roots in the context of misspecified logarithmic random walks
Krämer, Walter
;
Davies, Laurie
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2000
Persistent link: https://www.econbiz.de/10001601944
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