Weighted quantile regression for AR model with infinite variance errors (Q3145394): Difference between revisions

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+Run-Ze Li
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+Yao-hua Wu
@@ Property / author: Yao-hua Wu / rank @@
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+MaRDI publication profile
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+W2001297674
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@@ Property / cites work @@
+On convergence of LAD estimates in autoregression with infinite variance
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+Q4040377
@@ Property / cites work: Q4040377 / rank @@
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+Least absolute deviation estimation for regression with ARMA errors
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+M-estimation for autoregression with infinite variance
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+Limit theory for moving averages of random variables with regularly varying tail probabilities
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+Limit theory for the sample covariance and correlation functions of moving averages
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+Autoregressive processes with infinite variance
@@ Property / cites work: Autoregressive processes with infinite variance / rank @@
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+Q4144053
@@ Property / cites work: Q4144053 / rank @@
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+Regression and autoregression with infinite variance
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+RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS
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+Limiting distributions for \(L_1\) regression estimators under general conditions
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+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
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+Tests of Linear Hypotheses and l"1 Estimation
@@ Property / cites work: Tests of Linear Hypotheses and l"1 Estimation / rank @@
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+Quantile Autoregression
@@ Property / cites work: Quantile Autoregression / rank @@
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+Parameter estimation for infinite variance fractional ARIMA
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+Regression quantiles and related processes under long range dependent errors
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+Autoregression quantiles and related rank-scores processes
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+Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
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+Parameter estimation for ARMA models with infinite variance innovations
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+Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
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+Quantile regression without the curse of unsmoothness
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+Maximum Likelihood Estimation of Misspecified Models
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+A note on self-weighted quantile estimation for infinite variance quantile autoregression models
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