scientific article; zbMATH DE number 1089177
From MaRDI portal
Publication:4365899
zbMath1045.62516MaRDI QIDQ4365899
Publication date: 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)
Related Items
Bootstrapping point processes with some applications ⋮ Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations ⋮ Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes ⋮ Unit root bootstrap tests under infinite variance ⋮ Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models ⋮ Time series estimation of the dynamic effects of disaster-type shocks ⋮ Model identification for infinite variance autoregressive processes ⋮ Filtering, Prediction and Simulation Methods for Noncausal Processes ⋮ M-estimation for general ARMA Processes with Infinite Variance ⋮ Robust inference in conditionally heteroskedastic autoregressions
This page was built for publication:
