Pages that link to "Item:Q988118"
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The following pages link to Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models (Q988118):
Displaying 10 items.
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions (Q1757362) (← links)
- Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes (Q1793812) (← links)
- Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
- Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model (Q2072816) (← links)
- Empirical likelihood for partial parameters in ARMA models with infinite variance (Q2336800) (← links)
- Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
- Smoothed empirical likelihood for GARCH models with heavy-tailed errors (Q2834728) (← links)
- Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (Q3462386) (← links)
- Conditional heteroscedasticity test for Poisson autoregressive model (Q4975153) (← links)
