The following pages link to (Q5445976):
Displaying 12 items.
- Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
- Strong consistency of least squares estimates in multiple regression models with random regressors (Q464383) (← links)
- Linear and nonlinear regression with stable errors (Q528134) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- Learning algorithms may perform worse with increasing training set size: algorithm-data incompatibility (Q1623460) (← links)
- Robust nonparametric regression for heavy-tailed data (Q2209868) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- On the properties of the coefficient of determination in regression models with infinite variance variables (Q2451781) (← links)
- Predictive regressions for macroeconomic data (Q2453692) (← links)
- Portfolio optimization when risk factors are conditionally varying and heavy tailed (Q2642602) (← links)
- On estimation of the variances for critical branching processes with immigration (Q3578680) (← links)
- New robust inference for predictive regressions (Q6667297) (← links)