Pages that link to "Item:Q3145394"
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The following pages link to Weighted quantile regression for AR model with infinite variance errors (Q3145394):
Displaying 10 items.
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
- Asymptotics of self-weighted M-estimators for autoregressive models (Q506578) (← links)
- Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020) (← links)
- A Gini Autocovariance Function for Time Series Modelling (Q3452743) (← links)
- Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications (Q6050707) (← links)
- A probability approximation framework: Markov process approach (Q6104007) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
- Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors (Q6541121) (← links)
- Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference (Q6549269) (← links)
- Gini autocovariance function used for time series with heavy-tail distributions (Q6602195) (← links)
