Pages that link to "Item:Q2513786"
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The following pages link to Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786):
Displayed 3 items.
- Asymptotics of self-weighted M-estimators for autoregressive models (Q506578) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (Q6135355) (← links)