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

@@ Property / DOI @@
-.1007/s10255-010-0051-9
@@ Property / DOI: 10.1007/s10255-010-0051-9 / rank @@
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@@ Property / author @@
-Shu-yuan He
@@ Property / author: Shu-yuan He / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10255-010-0051-9
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+W2068773074
@@ Property / OpenAlex ID: W2068773074 / rank @@
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@@ Property / cites work @@
+EMPIRICAL LIKELIHOOD FOR GARCH MODELS
@@ Property / cites work: EMPIRICAL LIKELIHOOD FOR GARCH MODELS / rank @@
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+Q4542751
@@ Property / cites work: Q4542751 / rank @@
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@@ Property / cites work @@
+M-estimation for autoregression with infinite variance
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@@ Property / cites work @@
+Least absolute deviation estimation for regression with ARMA errors
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
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@@ Property / cites work @@
+Inference in Arch and Garch Models with Heavy-Tailed Errors
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@@ Property / cites work @@
+Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
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+Empirical likelihood confidence regions in time series models
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+Empirical likelihood ratio confidence intervals for a single functional
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@@ Property / cites work @@
+Empirical likelihood ratio confidence regions
@@ Property / cites work: Empirical likelihood ratio confidence regions / rank @@
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@@ 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 @@
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@@ 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
@@ Property / DOI @@
+.1007/S10255-010-0051-9
@@ Property / DOI: 10.1007/S10255-010-0051-9 / rank @@
+Normal rank