共 50 条
- [2] AUTOREGRESSIVE PROCESSES WITH INFINITE VARIANCE [J]. JOURNAL OF APPLIED PROBABILITY, 1977, 14 (02) : 411 - 415
- [3] ON STOCHASTIC APPROXIMATION PROCESSES WITH INFINITE VARIANCE [J]. THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1969, 14 (03): : 522 - &
- [4] Cointegrated processes with infinite variance innovations [J]. ANNALS OF APPLIED PROBABILITY, 1998, 8 (03): : 775 - 792
- [5] Regularity and Minimality of Infinite Variance Processes [J]. Journal of Theoretical Probability, 2000, 13 : 1115 - 1122
- [10] Robust causality test of infinite variance processes [J]. JOURNAL OF ECONOMETRICS, 2020, 216 (01) : 235 - 245