Pages that link to "Item:Q5313457"
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The following pages link to Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457):
Displayed 8 items.
- Estimating the tail conditional expectation of Walmart stock data (Q5147650) (← links)
- Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
- Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (Q6135355) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
- Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors (Q6170139) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
- Least absolute deviation estimation for AR(1) processes with roots close to unity (Q6175878) (← links)
- Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models (Q6192608) (← links)