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A Self‐Normalized Semi‐Paramet...
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Stable Non-Gaussian Random Processes
Knight, Keith
;
Samorodnitsky, Gennady
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Taqqu, Murad S.
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Econometric theory
13
(
1997
)
1
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pp. 133-142
Persistent link: https://www.econbiz.de/10006999292
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Parametric specification test for nonlinear autoregressive models
Kim, Kun Ho
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Zhang, Ting
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Wu, Wei Biao
- In:
Econometric theory
31
(
2015
)
5
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pp. 1078-1101
Persistent link: https://www.econbiz.de/10011545520
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