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

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-.1007/s10255-010-0051-9
@@ Property / DOI: 10.1007/s10255-010-0051-9 / rank @@
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+EMPIRICAL LIKELIHOOD FOR GARCH MODELS
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+Q4542751
@@ Property / cites work: Q4542751 / rank @@
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+M-estimation for autoregression with infinite variance
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+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
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+Q3911791
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+Inference in Arch and Garch Models with Heavy-Tailed Errors
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+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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+Empirical likelihood ratio confidence regions
@@ Property / cites work: Empirical likelihood ratio confidence regions / rank @@
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+WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
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+Q3780320
@@ Property / cites work: Q3780320 / rank @@
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+Least absolute deviations estimation for ARCH and GARCH models
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+Empirical likelihood and general estimating equations
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@@ Property / DOI @@
+.1007/S10255-010-0051-9
@@ Property / DOI: 10.1007/S10255-010-0051-9 / rank @@
+Normal rank