Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786): Difference between revisions

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+Time series: theory and methods.
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+M-estimation for autoregression with infinite variance
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+RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS
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+Regression Quantiles
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+Robust Tests for Heteroscedasticity Based on Regression Quantiles
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+Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity
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+Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
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+Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
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+On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
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+ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
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+Long‐Memory Time Series
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+Self-weighted quasi-maximum exponential likelihood estimator for ARFIMA-GARCH models
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+WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
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+Least absolute deviation estimation for general autoregressive moving average time-series models
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+THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(<i>p</i>,<i>q</i>) MODELS
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