Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models (Q988118): Difference between revisions

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+Q3827448
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+EMPIRICAL LIKELIHOOD FOR GARCH MODELS
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+Q4542751
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+M-estimation for autoregression with infinite variance
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+Q3911791
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+Robust methods of estimation of regression coefficients<sup>1</sup>
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+Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
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+Empirical likelihood confidence regions in time series models
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
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+Q4727203
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