Empirical likelihood for AR-ARCH models based on LAD estimation (Q511188): Difference between revisions

@@ 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 @@
+Least absolute deviation estimation for regression with ARMA errors
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Inference in Arch and Garch Models with Heavy-Tailed Errors
+Normal rank
@@ Property / cites work @@
+Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH 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 @@
+WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
+Normal rank
@@ Property / cites work @@
+Q3780320
@@ Property / cites work: Q3780320 / rank @@
+Normal rank
@@ Property / cites work @@
+Least absolute deviations estimation for ARCH and GARCH models
+Normal rank
@@ Property / cites work @@
+Empirical likelihood and general estimating equations
+Normal rank