Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models (Q988118): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Jin-yu Li / rank
Normal rank
 
Property / author
 
Property / author: Shu-yuan He / rank
Normal rank
 
Property / author
 
Property / author: Jin-yu Li / rank
 
Normal rank
Property / author
 
Property / author: Shu-yuan He / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2010.05.008 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2057067170 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3827448 / rank
 
Normal rank
Property / cites work
 
Property / cites work: EMPIRICAL LIKELIHOOD FOR GARCH MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4542751 / rank
 
Normal rank
Property / cites work
 
Property / cites work: M-estimation for autoregression with infinite variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust methods of estimation of regression coefficients<sup>1</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood confidence regions in time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood ratio confidence intervals for a single functional / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood ratio confidence regions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4727203 / rank
 
Normal rank

Latest revision as of 03:34, 3 July 2024

scientific article
Language Label Description Also known as
English
Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models
scientific article

    Statements

    Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    26 August 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    LAD estimation
    0 references
    infinite variance
    0 references
    empirical likelihood
    0 references
    kernel function
    0 references
    0 references