Pages that link to "Item:Q3631505"

The following pages link to Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity (Q3631505):

Displaying 17 items.

• On Fréchet autoregressive conditional duration models (Q282897) (← links)
• Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
• Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
• The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
• Linear double autoregression (Q1792485) (← links)
• On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
• LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
• Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
• Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786) (← links)
• A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
• QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
• Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
• A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
• On Mixture Double Autoregressive Time Series Models (Q6616614) (← links)
• Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data (Q6617741) (← links)