Pages that link to "Item:Q2852489"
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The following pages link to Least tail-trimmed squares for infinite variance autoregressions (Q2852489):
Displayed 6 items.
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
- Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)