Pages that link to "Item:Q2256754"

The following pages link to Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754):

Displaying 2 items.

• Volatility regressions with fat tails (Q2227065) (← links)
• Robust parameter estimation of regression model with AR(p) error terms (Q5085029) (← links)