Generalized R-estimators under conditional heteroscedasticity (Q289160): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q4218591 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stationarity of GARCH processes and of some nonnegative time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3268650 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARCH models and financial applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4943603 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local polynomial estimators of the volatility function in nonparametric autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Estimate of Regression Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4879539 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Behavior of a Class of Confidence Regions Based on Ranks in Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4943491 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of some estimators and sequential residual empiricals in nonlinear time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3672893 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pseudo‐likelihood estimation in ARCH models / rank
 
Normal rank
Property / cites work
 
Property / cites work: R-estimation in autoregression with square-integrable score function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3780320 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4779802 / rank
 
Normal rank

Latest revision as of 02:30, 12 July 2024

scientific article
Language Label Description Also known as
English
Generalized R-estimators under conditional heteroscedasticity
scientific article

    Statements

    Generalized R-estimators under conditional heteroscedasticity (English)
    0 references
    0 references
    27 May 2016
    0 references
    rank estimation
    0 references
    heteroscedastic model
    0 references
    weighted empirical process
    0 references
    uniform approximation
    0 references

    Identifiers