Pages that link to "Item:Q1185791"
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The following pages link to M-estimation for autoregression with infinite variance (Q1185791):
Displaying 50 items.
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Shrinkage estimation for linear regression with ARMA errors (Q419339) (← links)
- Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
- Unit roots in moving averages beyond first order (Q449984) (← links)
- Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
- Change point test of tail index for autoregressive processes (Q457301) (← links)
- Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models (Q466996) (← links)
- Risk-parameter estimation in volatility models (Q473360) (← links)
- Asymptotics of self-weighted M-estimators for autoregressive models (Q506578) (← links)
- Empirical likelihood for AR-ARCH models based on LAD estimation (Q511188) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Model identification for infinite variance autoregressive processes (Q528139) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
- M-estimation in nonparametric regression under strong dependence and infinite variance (Q730760) (← links)
- Functional convergence of stochastic integrals with application to statistical inference (Q765875) (← links)
- Maximum likelihood estimation for an observation driven model for Poisson counts (Q812972) (← links)
- Sparse estimation and inference for censored median regression (Q963882) (← links)
- Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models (Q988118) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Rank-based estimation for all-pass time series models (Q995429) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- Robust estimation for ARMA models (Q1020981) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- Gauss-Newton and M-estimation for ARMA processes with infinite variance (Q1272156) (← links)
- Extreme value theory for a class of nonstationary time series with applications (Q1364401) (← links)
- \(L_{p}\)-estimators in ARCH models (Q1417811) (← links)
- Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers (Q1606507) (← links)
- Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434) (← links)
- Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315) (← links)
- Least tail-trimmed absolute deviation estimation for autoregressions with infinite/finite variance (Q1746546) (← links)
- Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105) (← links)
- Linear double autoregression (Q1792485) (← links)
- Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise (Q1805794) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- New tests for unit roots in autoregressive processes with possibly infinite variance errors (Q1962136) (← links)
- Inference for spatial autoregressive models with infinite variance noises (Q1995608) (← links)
- Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285) (← links)
- CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- Virtual historical simulation for estimating the conditional VaR of large portfolios (Q2190229) (← links)
