Pages that link to "Item:Q515145"
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The following pages link to Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145):
Displaying 5 items.
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
- Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
- Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
- Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (Q6135355) (← links)
