Recursive estimation for regression with infinite variance fractional ARIMA noise (Q1600533): Difference between revisions

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+Parameter estimation for infinite variance fractional ARIMA
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+"Infinite Variance" and Research Strategy in Time Series Analysis
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+Q5512461
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+A note on Model Reference Adaptive System (MRAS) estimate with infinite variance
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+Gauss-Newton and M-estimation for ARMA processes with infinite variance
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+Nonparametric estimation for some nonlinear models
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+Estimation for regression with infinite variance errors
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+Fractional ARIMA with stable innovations
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+ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
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+Minimum error dispersion linear filtering of scalar symmetric stable processes
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+Least absolute deviation estimates in autoregression with infinite variance
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+Autoregressive processes with infinite variance
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+Estimation of the Parameters of the Moving Average in the Case of Infinite Variance
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+https://doi.org/10.1016/s0895-7177(01)00121-2
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+W2091610825
@@ Property / OpenAlex ID: W2091610825 / rank @@
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