Pages that link to "Item:Q3168423"
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The following pages link to THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(<i>p</i>,<i>q</i>) MODELS (Q3168423):
Displaying 12 items.
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
- Consistency of global LSE for MA(1) models (Q2070587) (← links)
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← 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)
- Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786) (← links)
- Weighted least absolute deviations estimation for periodic ARMA models (Q2516021) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- Estimation for periodic ARMA models with unspecified noises (Q5866042) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
