Unit root tests and dramatic shifts with infinite variance processes

By Martins Luis  

Journal of Applied Statistics, Vol. 36, Iss. 5, 2009-05 ,pp. : 547-571

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Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes

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Communications in Statistics: Theory and Methods, Vol. 40, Iss. 7, 2011-01 ,pp. : 1254-1270

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Comparing ARMA Processes with Roots of Modulus 1 and Polynomial Regression

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Communications in Statistics: Theory and Methods, Vol. 41, Iss. 16-17, 2012-08 ,pp. : 2851-2863

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Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations

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Communications in Statistics: Simulation and Computation, Vol. 44, Iss. 1, 2015-01 ,pp. : 71-87

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Test and prediction in factorial models with independent variance estimates

By Mark Sigyn  

Journal of Applied Statistics, Vol. 35, Iss. 7, 2008-07 ,pp. : 773-782

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