Pages that link to "Item:Q952867"
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The following pages link to A note on self-weighted quantile estimation for infinite variance quantile autoregression models (Q952867):
Displaying 6 items.
- Weighted quantile regression for AR model with infinite variance errors (Q3145394) (← links)
- A Gini Autocovariance Function for Time Series Modelling (Q3452743) (← links)
- Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457) (← links)
- A new RCAR(1) model based on explanatory variables and observations (Q6541086) (← links)
- Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors (Q6541121) (← links)
- Gini autocovariance function used for time series with heavy-tail distributions (Q6602195) (← links)
