Pages that link to "Item:Q1185791"
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The following pages link to M-estimation for autoregression with infinite variance (Q1185791):
Displayed 42 items.
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Shrinkage estimation for linear regression with ARMA errors (Q419339) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
- M-estimation in nonparametric regression under strong dependence and infinite variance (Q730760) (← links)
- Functional convergence of stochastic integrals with application to statistical inference (Q765875) (← links)
- Maximum likelihood estimation for an observation driven model for Poisson counts (Q812972) (← links)
- Sparse estimation and inference for censored median regression (Q963882) (← links)
- Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models (Q988118) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Rank-based estimation for all-pass time series models (Q995429) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- Robust estimation for ARMA models (Q1020981) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- Gauss-Newton and M-estimation for ARMA processes with infinite variance (Q1272156) (← links)
- Extreme value theory for a class of nonstationary time series with applications (Q1364401) (← links)
- \(L_{p}\)-estimators in ARCH models (Q1417811) (← links)
- Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers (Q1606507) (← links)
- Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105) (← links)
- Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise (Q1805794) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
- New tests for unit roots in autoregressive processes with possibly infinite variance errors (Q1962136) (← links)
- Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions (Q2270877) (← links)
- Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986) (← links)
- Least absolute deviation estimation of autoregressive conditional duration model (Q2431048) (← links)
- Maximum likelihood estimation for all-pass time series models (Q2499083) (← links)
- WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE (Q2886969) (← links)
- <i>M</i>-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS (Q2995418) (← links)
- Identifying infinite variance arma models using a robust pukk1la koreisha kallinen strategy (Q3125799) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- Cluster Analysis for Stable Processes (Q3585265) (← links)
- MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS (Q3632396) (← links)
- The consistency of the L<sub>1</sub>norm estimates in arma models (Q4275818) (← links)
- Asymptotics of<i>L</i><sub>1</sub>-Estimators in Moving Average Time Series Models (Q4449147) (← links)
- Estimation and Testing Stationarity for Double-Autoregressive Models (Q4665831) (← links)
- A note on maximum autoregressive processes of order one (Q4677012) (← links)
- <i>M</i>‐Estimation for regressions with integrated regressors and arma errors (Q4828182) (← links)
- Model selection for infinite variance time series (Q4843863) (← links)
- Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457) (← links)
- Asymptotic distribution of regression M-estimators (Q5945257) (← links)