Pages that link to "Item:Q3652621"
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The following pages link to ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621):
Displaying 4 items.
- Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables (Q736554) (← links)
- Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
- Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series (Q2802910) (← links)
- EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS (Q4979495) (← links)
