Pages that link to "Item:Q2388986"

The following pages link to Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986):

Displaying 33 items.

• Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
• Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
• Trimmed stable AR(1) processes (Q404137) (← links)
• Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
• Unit roots in moving averages beyond first order (Q449984) (← links)
• Linear and nonlinear regression with stable errors (Q528134) (← links)
• One-step R-estimation in linear models with stable errors (Q528136) (← links)
• Model identification for infinite variance autoregressive processes (Q528139) (← links)
• Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (Q535202) (← links)
• Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies (Q744376) (← links)
• Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
• Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← links)
• Identification of symmetric noncausal processes (Q1737880) (← links)
• Misspecification of noncausal order in autoregressive processes (Q1754523) (← links)
• Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
• Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
• Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
• Inference in heavy-tailed vector error correction models (Q2294452) (← links)
• Noncausal vector AR processes with application to economic time series (Q2305989) (← links)
• Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise (Q2318293) (← links)
• Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors (Q2330528) (← links)
• \(L_2\) differentiability of generalized linear models (Q2343646) (← links)
• Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (Q2398979) (← links)
• A Gini-based time series analysis and test for reversibility (Q2423186) (← links)
• Filtering, Prediction and Simulation Methods for Noncausal Processes (Q2802915) (← links)
• M-estimation for general ARMA Processes with Infinite Variance (Q2852629) (← links)
• Time series models with asymmetric Laplace innovations (Q3070611) (← links)
• Least absolute deviation estimation for general autoregressive moving average time-series models (Q3077680) (← links)
• Estimation for Stochastic Models Driven by Laplace Motion (Q3100651) (← links)
• Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes (Q5397932) (← links)
• Non‐stationary autoregressive processes with infinite variance (Q5397966) (← links)
• Noncausal affine processes with applications to derivative pricing (Q6146675) (← links)
• Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)