Least absolute deviation estimation for all-pass time series models
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Cited in
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- Testing linear causality in mean when the number of estimated parameters is high
- Multifrequency-Band Tests for White Noise Under Heteroscedasticity
- Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models
- A bootstrap functional central limit theorem for time-varying linear processes
- NONPARAMETRIC PREDICTION WITH SPATIAL DATA
- Noncausal vector AR processes with application to economic time series
- Testing for a unit root in noncausal autoregressive models
- Rank-based estimation for all-pass time series models
- Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes
- Least absolute deviation estimation for general autoregressive moving average time-series models
- Maximum likelihood estimation for all-pass time series models
- Computing and estimating information matrices of weak ARMA models
- Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
- Multiple local Whittle estimation in stationary systems
- Diagnostic tests for non-causal time series with infinite variance
- Mixed causal-noncausal AR processes and the modelling of explosive bubbles
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors
- Model identification for infinite variance autoregressive processes
- Estimation bias and feasible conditional forecasts from the first-order moving average model
- M-estimation for general ARMA processes with infinite variance
- Dual and inverse ARMA processes and application to time reversibility
- Estimation of time series models using residuals dependence measures
- A simulation algorithm for non-causal VARMA processes
- A bootstrap-assisted spectral test of white noise under unknown dependence
- Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
- The ARMA alphabet soup: a tour of ARMA model variants
- Unit roots in moving averages beyond first order
- Least absolute deviations estimation for uncertain autoregressive model
- Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models
- Risk-parameter estimation in volatility models
- Aspects of non-causal and non-invertible CARMA processes
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