Pages that link to "Item:Q4078927"

The following pages link to Regression and autoregression with infinite variance (Q4078927):

Displaying 24 items.

• Asymptotics of self-weighted M-estimators for autoregressive models (Q506578) (← links)
• The Durbin-Watson ratio under infinite-variance errors (Q756340) (← links)
• Spectral density estimation for stationary stable processes (Q794377) (← links)
• Signed symmetric covariation coefficient for alpha-stable dependence modeling (Q1009540) (← links)
• Linear prediction of ARMA processes with infinite variance (Q1059970) (← links)
• M-estimation for autoregression with infinite variance (Q1185791) (← links)
• Tests for cointegration with infinite variance errors (Q1298440) (← links)
• Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers (Q1606507) (← links)
• Consistency for least squares regression estimators with infinite variance data (Q1822869) (← links)
• Discrimination distance bounds and statistical applications (Q1826204) (← links)
• Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal (Q1838256) (← links)
• Series representation of jointly \(S \alpha S\) distribution via symmetric covariations (Q2046908) (← links)
• On the properties of the coefficient of determination in regression models with infinite variance variables (Q2451781) (← links)
• Efficient estimation and variable selection for infinite variance autoregressive models (Q2511112) (← links)
• Stable Autoregressive Models and Signal Estimation (Q2920015) (← links)
• Bimodal t-ratios: the impact of thick tails on inference (Q3004026) (← links)
• Weighted quantile regression for AR model with infinite variance errors (Q3145394) (← links)
• (Q3798098) (← links)
• General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality (Q3940696) (← links)
• On Quotients of Moving Average Processes with Infinite Mean (Q4142396) (← links)
• Generating non- normal stable variates using limit theorem properties (Q4185643) (← links)
• On some nonparametric estimators for the linear markov scheme (Q4190002) (← links)
• The consistency of the L₁norm estimates in arma models (Q4275818) (← links)
• Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling (Q5177611) (← links)