A Gini Autocovariance Function for Time Series Modelling (Q3452743): Difference between revisions

@@ Property / describes a project that uses @@
+LMOMENTS
@@ Property / describes a project that uses: LMOMENTS / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+robustbase
@@ Property / describes a project that uses: robustbase / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/jtsa.12130
+Normal rank
@@ Property / OpenAlex ID @@
+W1748031843
@@ Property / OpenAlex ID: W1748031843 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3321260
@@ Property / cites work: Q3321260 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Weighted quantile regression for AR model with infinite variance errors
+Normal rank
@@ Property / cites work @@
+Order Statistics
@@ Property / cites work: Order Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theory for moving averages of random variables with regularly varying tail probabilities
+Normal rank
@@ Property / cites work @@
+More limit theory for the sample correlation function of moving averages
+Normal rank
@@ Property / cites work @@
+Limit theory for the sample covariance and correlation functions of moving averages
+Normal rank
@@ Property / cites work @@
+Pitfalls of fitting autoregressive models for heavy-tailed time series
+Normal rank
@@ Property / cites work @@
+Q3482696
@@ Property / cites work: Q3482696 / rank @@
+Normal rank
@@ Property / cites work @@
+Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Gini Regression Analysis
@@ Property / cites work: Gini Regression Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Least absolute deviations estimation for ARCH and GARCH models
+Normal rank
@@ Property / cites work @@
+Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
+Normal rank
@@ Property / cites work @@
+A Measure Of Association Based On Gin's Mean Difference
+Normal rank
@@ Property / cites work @@
+A contribution to multivariate L-moments: L-comoment matrices
+Normal rank
@@ Property / cites work @@
+Asymptotic Mean and Variance of Gini Correlation for Bivariate Normal Samples
+Normal rank
@@ Property / cites work @@
+A note on self-weighted quantile estimation for infinite variance quantile autoregression models
+Normal rank
@@ Property / cites work @@
+Pareto processes
@@ Property / cites work: Pareto processes / rank @@
+Normal rank
@@ Property / cites work @@
+The Gini methodology. A primer on a statistical methodology.
+Normal rank