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

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2010.05.008
+Normal rank
@@ Property / OpenAlex ID @@
+W2057067170
@@ Property / OpenAlex ID: W2057067170 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3827448
@@ Property / cites work: Q3827448 / rank @@
+Normal rank
@@ Property / cites work @@
+EMPIRICAL LIKELIHOOD FOR GARCH MODELS
@@ Property / cites work: EMPIRICAL LIKELIHOOD FOR GARCH MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Q4542751
@@ Property / cites work: Q4542751 / rank @@
+Normal rank
@@ Property / cites work @@
+M-estimation for autoregression with infinite variance
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust methods of estimation of regression coefficients<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Empirical likelihood confidence regions in time series models
+Normal rank
@@ Property / cites work @@
+Empirical likelihood ratio confidence intervals for a single functional
+Normal rank
@@ Property / cites work @@
+Empirical likelihood ratio confidence regions
@@ Property / cites work: Empirical likelihood ratio confidence regions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4727203
@@ Property / cites work: Q4727203 / rank @@
+Normal rank