Pages that link to "Item:Q2886969"
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The following pages link to WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE (Q2886969):
Displaying 30 items.
- Estimation and tests for power-transformed and threshold GARCH models (Q290965) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Asymptotics of self-weighted M-estimators for autoregressive models (Q506578) (← links)
- Empirical likelihood for AR-ARCH models based on LAD estimation (Q511188) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Empirical likelihood for LAD estimators in infinite variance ARMA models (Q625001) (← links)
- Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
- Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
- Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285) (← links)
- Consistency of global LSE for MA(1) models (Q2070587) (← links)
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
- Empirical likelihood for partial parameters in ARMA models with infinite variance (Q2336800) (← links)
- Efficient estimation and variable selection for infinite variance autoregressive models (Q2511112) (← links)
- Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786) (← links)
- Weighted least absolute deviations estimation for periodic ARMA models (Q2516021) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- Least absolute deviation estimation for general autoregressive moving average time-series models (Q3077680) (← links)
- THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(<i>p</i>,<i>q</i>) MODELS (Q3168423) (← links)
- Stable Identification of Linear Autoregressive Model with Exogenous Variables on the Basis of the Generalized Least Absolute Deviation Method (Q4692133) (← links)
- Quantile Regression Estimator for GARCH Models (Q4911963) (← links)
- Empirical likelihood test for the application of swqmele in fitting an arma‐garch model (Q4997696) (← links)
- Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) (← links)
- PARAMETRIC IDENTIFICATION OF QUASILINEAR DIFFERENCE EQUATION (Q5144167) (← links)
- Semiparametric Time Series Models with Log‐concave Innovations: Maximum Likelihood Estimation and its Consistency (Q5177947) (← links)
- ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
- Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (Q6135355) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
