Empirical likelihood for LAD estimators in infinite variance ARMA models (Q625001): Difference between revisions
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Property / DOI: 10.1016/j.spl.2010.11.010 / rank | |||
Property / author | |||
Property / author: Jin-yu Li / rank | |||
Property / author | |||
Property / author: Shu-yuan He / rank | |||
Property / author | |||
Property / author: Jin-yu Li / rank | |||
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Property / author | |||
Property / author: Shu-yuan He / rank | |||
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Property / describes a project that uses: KernSmooth / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2010.11.010 / rank | |||
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Property / OpenAlex ID: W2067848749 / rank | |||
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Property / cites work: Q3827448 / rank | |||
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Property / cites work: EMPIRICAL LIKELIHOOD FOR GARCH MODELS / rank | |||
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Property / cites work: Q5468801 / rank | |||
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Property / cites work: Q4542751 / rank | |||
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Property / cites work: Gauss-Newton and M-estimation for ARMA processes with infinite variance / rank | |||
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Property / cites work: Empirical likelihood confidence regions in time series models / rank | |||
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Property / cites work: Empirical likelihood ratio confidence regions / rank | |||
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Property / cites work: Q2756704 / rank | |||
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Property / cites work: WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE / rank | |||
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Property / cites work: Q4865051 / rank | |||
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Property / DOI: 10.1016/J.SPL.2010.11.010 / rank | |||
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Latest revision as of 22:41, 9 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Empirical likelihood for LAD estimators in infinite variance ARMA models |
scientific article |
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Empirical likelihood for LAD estimators in infinite variance ARMA models (English)
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11 February 2011
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ARMA model
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infinite variance
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empirical likelihood
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LAD estimation
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