Pages that link to "Item:Q1272156"

The following pages link to Gauss-Newton and M-estimation for ARMA processes with infinite variance (Q1272156):

Displaying 28 items.

• Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
• Empirical processes for infinite variance autoregressive models (Q413784) (← links)
• Shrinkage estimation for linear regression with ARMA errors (Q419339) (← links)
• Asymptotics of self-weighted M-estimators for autoregressive models (Q506578) (← links)
• Empirical likelihood for LAD estimators in infinite variance ARMA models (Q625001) (← links)
• GPS position time-series analysis based on asymptotic normality of M-estimation (Q727438) (← links)
• Robust estimation for ARMA models (Q1020981) (← links)
• Recursive estimation for regression with infinite variance fractional ARIMA noise (Q1600533) (← links)
• Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise (Q1805794) (← links)
• Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
• Goodness-of-fit testing for time series models via distance covariance (Q2116320) (← links)
• \(L_1\)-estimation for the location parameters in stochastic volatility models (Q2261904) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• Empirical likelihood for partial parameters in ARMA models with infinite variance (Q2336800) (← links)
• Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986) (← links)
• Estimation for non-negative time series with heavy-tail innovations (Q2852483) (← links)
• Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
• M-estimation for general ARMA Processes with Infinite Variance (Q2852629) (← 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)
• Least absolute deviation estimation for general autoregressive moving average time-series models (Q3077680) (← links)
• THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(<i>p</i>,<i>q</i>) MODELS (Q3168423) (← links)
• Portmanteau tests for ARMA models with infinite variance (Q3552840) (← links)
• Asymptotics of<i>L</i>₁-Estimators in Moving Average Time Series Models (Q4449147) (← links)
• Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)
• Estimation of stable CARMA models with an application to electricity spot prices (Q5193316) (← links)
• Performance Analysis of The Auxiliary‐Model‐Based Multi‐Innovation Stochastic Newton Recursive Algorithm for Dual‐Rate Systems (Q5270472) (← links)
• A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873) (← links)