Identifying infinite variance arma models using a robust pukk1la koreisha kallinen strategy (Q3125799): Difference between revisions

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-Richard Glendinning
@@ Property / author: Richard Glendinning / rank @@
-Normal rank
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+Richard Glendinning
@@ Property / author: Richard Glendinning / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610929608831884
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@@ Property / OpenAlex ID @@
+W2059476834
@@ Property / OpenAlex ID: W2059476834 / rank @@
+Normal rank
@@ Property / cites work @@
+RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
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@@ Property / cites work @@
+ARMA model identification
@@ Property / cites work: ARMA model identification / rank @@
+Normal rank
@@ Property / cites work @@
+Linear prediction of ARMA processes with infinite variance
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@@ Property / cites work @@
+M-estimation for autoregression with infinite variance
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@@ Property / cites work @@
+Model selection for infinite variance time series
@@ Property / cites work: Model selection for infinite variance time series / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation for ARMA models with infinite variance innovations
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@@ Property / cites work @@
+On the use of autoregressive order determination criteria in univariate white noise tests
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@@ links / mardi / name / links / mardi / name @@
+Publication:3125799