Pages that link to "Item:Q1368998"

The following pages link to Least absolute deviation estimation for regression with ARMA errors (Q1368998):

Displaying 37 items.

• Estimation and tests for power-transformed and threshold GARCH models (Q290965) (← links)
• Shrinkage estimation for linear regression with ARMA errors (Q419339) (← links)
• Unit roots in moving averages beyond first order (Q449984) (← links)
• Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models (Q466996) (← links)
• Risk-parameter estimation in volatility models (Q473360) (← links)
• Empirical likelihood for AR-ARCH models based on LAD estimation (Q511188) (← links)
• Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
• Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
• Robust and efficient estimation with weighted composite quantile regression (Q1619607) (← links)
• Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
• Least tail-trimmed absolute deviation estimation for autoregressions with infinite/finite variance (Q1746546) (← links)
• Prediction in several conventional contexts (Q1951650) (← links)
• Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
• LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
• Spatial quantile estimation of multivariate threshold time series models (Q2146847) (← links)
• \(L_1\)-estimation for the location parameters in stochastic volatility models (Q2261904) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• Least absolute deviation estimation of autoregressive conditional duration model (Q2431048) (← links)
• APPROXIMATING VOLATILITIES BY ASYMMETRIC POWER GARCH FUNCTIONS (Q2810372) (← links)
• Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (Q2821474) (← links)
• WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE (Q2886969) (← links)
• Least absolute deviation estimation for general autoregressive moving average time-series models (Q3077680) (← links)
• Weighted quantile regression for AR model with infinite variance errors (Q3145394) (← links)
• THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(<i>p</i>,<i>q</i>) MODELS (Q3168423) (← links)
• Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models (Q3541270) (← links)
• Asymptotics of<i>L</i>₁-Estimators in Moving Average Time Series Models (Q4449147) (← links)
• Least absolute value regression: recent contributions (Q4665923) (← links)
• Quantile Regression Estimator for GARCH Models (Q4911963) (← links)
• A residual-based test for autocorrelation in quantile regression models (Q5106855) (← links)
• ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
• Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457) (← links)
• LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS (Q5411515) (← links)
• Laplace's method and BIC model selection for least absolute value criterion (Q6101708) (← links)
• A new estimator for LARCH processes (Q6148345) (← links)
• On estimation of nonparametric regression models with autoregressive and moving average errors (Q6197120) (← links)
• A new RCAR(1) model based on explanatory variables and observations (Q6541086) (← links)
• Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference (Q6549269) (← links)