The following pages link to (Q5468801):
Displaying 16 items.
- Empirical likelihood for least absolute relative error regression (Q464442) (← links)
- Empirical likelihood for LAD estimators in infinite variance ARMA models (Q625001) (← links)
- Quantile inference for heteroscedastic regression models (Q630938) (← links)
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- Inference for spatial autoregressive models with infinite variance noises (Q1995608) (← links)
- CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
- Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269) (← links)
- Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors (Q2330528) (← links)
- Empirical likelihood for partial parameters in ARMA models with infinite variance (Q2336800) (← links)
- Quantile inference for moderate deviations from a unit root model with infinite variance (Q2355271) (← links)
- Reduce computation in profile empirical likelihood method (Q3087599) (← links)
- NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS (Q5012628) (← links)
- Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) (← links)
- Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes (Q5397932) (← links)
- Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient (Q6164871) (← links)
- Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors (Q6170139) (← links)