Pages that link to "Item:Q2388986"
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The following pages link to Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986):
Displayed 40 items.
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Trimmed stable AR(1) processes (Q404137) (← links)
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- Unit roots in moving averages beyond first order (Q449984) (← links)
- Linear and nonlinear regression with stable errors (Q528134) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- Model identification for infinite variance autoregressive processes (Q528139) (← links)
- Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (Q535202) (← links)
- Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies (Q744376) (← links)
- Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
- Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← links)
- Identification of symmetric noncausal processes (Q1737880) (← links)
- Misspecification of noncausal order in autoregressive processes (Q1754523) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← links)
- Noncausal vector AR processes with application to economic time series (Q2305989) (← links)
- Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise (Q2318293) (← links)
- Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors (Q2330528) (← links)
- \(L_2\) differentiability of generalized linear models (Q2343646) (← links)
- Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (Q2398979) (← links)
- A Gini-based time series analysis and test for reversibility (Q2423186) (← links)
- Filtering, Prediction and Simulation Methods for Noncausal Processes (Q2802915) (← links)
- M-estimation for general ARMA Processes with Infinite Variance (Q2852629) (← links)
- Time series models with asymmetric Laplace innovations (Q3070611) (← links)
- Least absolute deviation estimation for general autoregressive moving average time-series models (Q3077680) (← links)
- Estimation for Stochastic Models Driven by Laplace Motion (Q3100651) (← links)
- Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange Rates (Q4558822) (← links)
- Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)
- Asymptotics of maximum likelihood estimation for stable law with continuous parameterization (Q5078578) (← links)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
- MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
- Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes (Q5397932) (← links)
- Non‐stationary autoregressive processes with infinite variance (Q5397966) (← links)
- A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873) (← links)
- Noncausal affine processes with applications to derivative pricing (Q6146675) (← links)
- A bootstrap functional central limit theorem for time-varying linear processes (Q6150555) (← links)
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)