Pages that link to "Item:Q3809088"

The following pages link to RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS (Q3809088):

Displayed 17 items.

• Sieve-based inference for infinite-variance linear processes (Q309715) ‎ (← links)
• Empirical processes for infinite variance autoregressive models (Q413784) ‎ (← 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)
• Estimation of the autoregression parameter with infinite dispersion of noise (Q1027678) ‎ (← links)
• M-estimation for autoregression with infinite variance (Q1185791) ‎ (← links)
• Extreme value theory for a class of nonstationary time series with applications (Q1364401) ‎ (← links)
• Volatility regressions with fat tails (Q2227065) ‎ (← links)
• \(L_1\)-estimation for the location parameters in stochastic volatility models (Q2261904) ‎ (← links)
• Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786) ‎ (← links)
• Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models (Q2821014) ‎ (← links)
• Least tail-trimmed squares for infinite variance autoregressions (Q2852489) ‎ (← links)
• Weighted quantile regression for AR model with infinite variance errors (Q3145394) ‎ (← links)
• THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(<i>p</i>,<i>q</i>) MODELS (Q3168423) ‎ (← links)
• ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES (Q3450350) ‎ (← links)
• Asymptotics of<i>L</i>₁-Estimators in Moving Average Time Series Models (Q4449147) ‎ (← links)
• Guaranteed parameter estimation in a first order autoregressive progress with infinite variance (Q4500805) ‎ (← links)