Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models
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Publication:1687323
DOI10.1007/s11203-017-9159-3OpenAlexW2605003635MaRDI QIDQ1687323
Publication date: 22 December 2017
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-017-9159-3
infinite variancegeneralized empirical likelihoodlinear hypothesisheavy-tailed time seriesself-weighted least absolute deviations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Stable stochastic processes (60G52)
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Cites Work
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