Cited in
(15)- Pitfalls of fitting autoregressive models for heavy-tailed time series
- scientific article; zbMATH DE number 852353 (Why is no real title available?)
- Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model
- The weighted average information criterion for order selection in time series and regression models
- scientific article; zbMATH DE number 954235 (Why is no real title available?)
- Robust estimation in time series
- Fractional integration analysis of long-run behavior for US macroeconomic time series
- Consistency of Hill's estimator for dependent data
- Residual variance estimation in moving average models
- scientific article; zbMATH DE number 49657 (Why is no real title available?)
- EXACT MAXIMUM LIKELIHOOD ESTIMATION IN AUTOREGRESSIVE PROCESSES
- Introduction to Time Series and Forecasting
- Time series: theory and methods.
- On least-squares estimation of the residual variance in the first-order moving average model.
- scientific article; zbMATH DE number 641220 (Why is no real title available?)
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