Model identification for infinite variance autoregressive processes (Q528139): Difference between revisions

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-Richard A. Davis
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+Q4247102
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+Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes
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+Maximum likelihood estimation for all-pass time series models
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+Rank-based estimation for all-pass time series models
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+TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
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+Maximum likelihood estimation for noncausal autoregressive processes
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+Least absolute deviation estimation for all-pass time series models
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+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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+A new identification algorithm for allpass systems by higher-order statistics
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+Parametric cumulant based phase estimation of 1-D and 2-D nonminimum phase systems by allpass filtering
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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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+More limit theory for the sample correlation function of moving averages
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+Limit theory for the sample covariance and correlation functions of moving averages
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+Q4365899
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+Q3939078
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+On the asymptotic normality of the maximum-likelihood estimate when sampling from a stable distribution
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+Q5624436
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+A method for fitting stable autoregressive models using the autocovariation function
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+On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes
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+The estimation of the order of an ARMA process
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+Consistency of Araike's information criterion for infinite variance autoregressive processes
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+Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
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+Q4247118
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+A Simplex Method for Function Minimization
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+Numerical calculation of stable densities and distribution functions
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+Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
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+Q4301585
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+Selection of the order of an autoregressive model by Akaike's information criterion
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+Unimodality of infinitely divisible distribution functions of class L
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+Q3717907
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+Publication:528139