Pages that link to "Item:Q1838012"
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The following pages link to On convergence of LAD estimates in autoregression with infinite variance (Q1838012):
Displaying 19 items.
- Asymptotics of self-weighted M-estimators for autoregressive models (Q506578) (← links)
- Spectral density estimation for stationary stable processes (Q794377) (← links)
- M-estimation for autoregression with infinite variance (Q1185791) (← links)
- Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting (Q1305566) (← links)
- A new class of consistent estimators for stochastic linear regressive models (Q1375109) (← links)
- Squared and absolute errors in optimal approximation of nonlinear systems. (Q1421411) (← links)
- Linear double autoregression (Q1792485) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE (Q2886969) (← links)
- Weighted quantile regression for AR model with infinite variance errors (Q3145394) (← links)
- ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES (Q3450350) (← links)
- Weighted<i>L</i><sub>1</sub>-estimates for a VAR(<i>p</i>) time series model (Q3523678) (← links)
- The consistency of the L<sub>1</sub>norm estimates in arma models (Q4275818) (← links)
- Asymptotics of<i>L</i><sub>1</sub>-Estimators in Moving Average Time Series Models (Q4449147) (← links)
- Least absolute value regression: recent contributions (Q4665923) (← links)
- On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models (Q4999850) (← links)
- QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
- MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
- Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457) (← links)
