Identifying infinite variance arma models using a robust pukk1la koreisha kallinen strategy (Q3125799): Difference between revisions
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| Property / cites work: RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS / rank | |||
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| Property / cites work: ARMA model identification / rank | |||
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| Property / cites work: Linear prediction of ARMA processes with infinite variance / rank | |||
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| Property / cites work: M-estimation for autoregression with infinite variance / rank | |||
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| Property / cites work: Model selection for infinite variance time series / rank | |||
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| Property / cites work: Parameter estimation for ARMA models with infinite variance innovations / rank | |||
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| Property / cites work: On the use of autoregressive order determination criteria in univariate white noise tests / rank | |||
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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 |
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Identifying infinite variance arma models using a robust pukk1la koreisha kallinen strategy (English)
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17 February 1998
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model selection
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robust estimation
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