Pages that link to "Item:Q2742781"
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The following pages link to Time Series Models in Non-Normal Situations: Symmetric Innovations (Q2742781):
Displaying 40 items.
- Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
- Generalized ARMA models with martingale difference errors (Q888346) (← links)
- Autoregressive processes with normal-Laplace marginals (Q951199) (← links)
- New goodness-of-fit tests for the error distribution of autoregressive time-series models (Q951930) (← links)
- Short-tailed distributions and inliers (Q1019106) (← links)
- Estimation in bivariate nonnormal distributions with stochastic variance functions (Q1023502) (← links)
- Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363) (← links)
- Robust estimation in time series (Q1874751) (← links)
- Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models (Q1987420) (← links)
- Semiparametric Bayesian analysis for longitudinal mixed effects models with non-normal AR(1) errors (Q2329784) (← links)
- Robust estimation in multiple linear regression model with non-Gaussian noise (Q2440611) (← links)
- Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method (Q2654185) (← links)
- Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models (Q2821014) (← links)
- A Robust Control Chart for Monitoring the Mean of an Autocorrelated Process (Q2943793) (← links)
- Modified Maximum-Likelihood Method for Non-Normal Time Series Revisited (Q3155268) (← links)
- Multiple Linear Regression Model Under Nonnormality (Q3155409) (← links)
- Conway–Maxwell–Poisson seasonal autoregressive moving average model (Q3390480) (← links)
- Estimation and hypothesis testing in the two-stage nested design under nonnormality (Q3390601) (← links)
- Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series (Q3552843) (← links)
- Autoregressive models with short-tailed symmetric distributions (Q3632817) (← links)
- ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS (Q4540604) (← links)
- NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS (Q4540640) (← links)
- NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS (Q4540641) (← links)
- ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS (Q4540661) (← links)
- EM-based algorithms for autoregressive models with <i>t</i>-distributed innovations (Q4563399) (← links)
- Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)
- On the estimation of cost of capital and its reliability (Q4610243) (← links)
- Multi‐variate <i>t</i> Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations (Q4828166) (← links)
- Beta seasonal autoregressive moving average models (Q4960734) (← links)
- A new robust ratio estimator with reference to non-normal distribution (Q5079466) (← links)
- Autoregressive processes with generalized hyperbolic innovations (Q5083924) (← links)
- Maximum likelihood estimation in vector autoregressive models with multivariate scaled <i>t</i>-distributed innovations using EM-based algorithms (Q5084753) (← links)
- Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions (Q5106838) (← links)
- Multiple linear regression model with stochastic design variables (Q5123588) (← links)
- Linear regression model with new symmetric distributed errors (Q5128584) (← links)
- Likelihood-Based Inference in Autoregressive Models with Scaled<i>t</i>-Distributed Innovations by Means of EM-Based Algorithms (Q5299960) (← links)
- Time series AR(1) model for short-tailed distributions (Q5312724) (← links)
- Estimating parameters in autoregressive models with asymmetric innovations (Q5916138) (← links)
- Inflated beta autoregressive moving average models (Q6103373) (← links)
- EWMA control charts based on robust estimators: a powerful tool for monitoring a process with a non-normal distribution (Q6572431) (← links)
