THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS (Q3168423): Difference between revisions

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+M-estimation for autoregression with infinite variance
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+Limiting distributions for \(L_1\) regression estimators under general conditions
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+Gauss-Newton and M-estimation for ARMA processes with infinite variance
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+Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models
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+WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
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+Parameter estimation for ARMA models with infinite variance innovations
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+Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
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+RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS
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+Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
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+Q3059475
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+Robust Tests for Heteroscedasticity Based on Regression Quantiles
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+STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL
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+Regression Quantiles
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+Least absolute deviation estimation for regression with ARMA errors
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+https://doi.org/10.1017/s0266466612000059
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+W2095277251
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THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(<i>p</i>,<i>q</i>) MODELS (Q3168423): Difference between revisions

Latest revision as of 09:40, 30 July 2024

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