Quantile inference for near-integrated autoregressive time series with infinite variance

Mathematics

• Autoregressive Time Series 98%
• Infinite Variance 91%
• Empirical Likelihood 81%
• Quantile 70%
• Likelihood Methods 54%
• Limiting Distribution 47%
• Least Squares 42%
• Unit Root 30%
• Likelihood Ratio Statistic 27%
• Autoregressive Model 26%
• Confidence interval 19%
• Numerical Simulation 18%
• First-order 16%
• Unknown 15%
• Performance 14%
• Coefficient 11%
• Estimate 10%
• Model 7%

Business & Economics

• Empirical Likelihood 100%
• Quantile 73%
• Density Function 61%
• Limiting Distribution 60%
• Inference 59%
• Least Squares 51%
• Integrated 42%
• Near Unit Root 37%
• Likelihood Ratio Statistic 36%
• Confidence Interval 35%
• Autoregressive Model 27%
• Numerical Simulation 25%
• Coefficients 17%
• Performance 9%