Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Empirical likelihood approach toward discriminant analysis for dynamics of stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: An empirical likelihood approach for symmetric \(\alpha\)-stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of least absolute deviation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least absolute deviation estimation for regression with ARMA errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4365899 / rank
 
Normal rank
Property / cites work
 
Property / cites work: How to make a Hill plot. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Sample Properties of Generalized Method of Moments Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform Convergence in Probability and Stochastic Equicontinuity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Frequency domain generalized empirical likelihood method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood methods with weakly dependent processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregression quantiles and related rank-scores processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood for LAD estimators in infinite variance ARMA models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood for AR-ARCH models based on LAD estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models / 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: Empirical likelihood confidence regions in time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: A frequency domain empirical likelihood for short- and long-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: AN EMPIRICAL LIKELIHOOD APPROACH FOR NON‐GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood ratio confidence intervals for a single functional / rank
 
Normal rank
Property / cites work
 
Property / cites work: WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE / rank
 
Normal rank
Property / cites work
 
Property / cites work: GEL METHODS FOR NONSMOOTH MOMENT INDICATORS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4085018 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5645536 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diagnostic testing and evaluation of maximum likelihood models / rank
 
Normal rank

Latest revision as of 22:10, 14 July 2024

scientific article
Language Label Description Also known as
English
Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models
scientific article

    Statements

    Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (English)
    0 references
    0 references
    22 December 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    generalized empirical likelihood
    0 references
    linear hypothesis
    0 references
    heavy-tailed time series
    0 references
    infinite variance
    0 references
    self-weighted least absolute deviations
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references