Identifying infinite variance arma models using a robust pukk1la koreisha kallinen strategy (Q3125799): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: ARMA model identification / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Linear prediction of ARMA processes with infinite variance / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: M-estimation for autoregression with infinite variance / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Model selection for infinite variance time series / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Parameter estimation for ARMA models with infinite variance innovations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the use of autoregressive order determination criteria in univariate white noise tests / rank | |||
Normal rank |
Latest revision as of 11:55, 27 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Identifying infinite variance arma models using a robust pukk1la koreisha kallinen strategy |
scientific article |
Statements
Identifying infinite variance arma models using a robust pukk1la koreisha kallinen strategy (English)
0 references
17 February 1998
0 references
model selection
0 references
robust estimation
0 references