Pages that link to "Item:Q5313457"
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The following pages link to Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457):
Displayed 18 items.
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
- Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
- Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
- Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models (Q988118) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986) (← links)
- Least absolute deviation estimation of autoregressive conditional duration model (Q2431048) (← links)
- Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
- Inference for mean change-point in infinite variance \(AR(p)\) process (Q2518944) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE (Q2886969) (← links)
- TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS (Q2890711) (← links)
- Bootstrapping a weighted linear estimator �of the ARCH parameters (Q3077651) (← 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)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)