Pages that link to "Item:Q4142397"

The following pages link to Autoregressive processes with infinite variance (Q4142397):

Displaying 27 items.

• Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
• Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
• 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)
• Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
• Linear prediction of ARMA processes with infinite variance (Q1059970) (← links)
• Wold decomposition, prediction and parameterization of stationary processes with infinite variance (Q1094748) (← links)
• M-estimation for autoregression with infinite variance (Q1185791) (← links)
• Estimating the noise parameters from observations of a linear process with stable innovations (Q1205454) (← links)
• A note on the asymptotic covariance matrix of the Yule-Walker estimator (Q1263209) (← links)
• On the underfitting and overfitting sets of models chosen by order selection criteria. (Q1303860) (← links)
• Estimation for regression with infinite variance errors (Q1596877) (← links)
• Recursive estimation for regression with infinite variance fractional ARIMA noise (Q1600533) (← links)
• Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
• Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers (Q1606507) (← links)
• Locomotion: exploiting noise for state estimation (Q1734644) (← links)
• Smoothed estimates for models with random coefficients and infinite variance innovations (Q1765004) (← links)
• Consistency for least squares regression estimators with infinite variance data (Q1822869) (← links)
• Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance (Q1822873) (← links)
• Discrimination distance bounds and statistical applications (Q1826204) (← links)
• Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration (Q1994896) (← links)
• Volatility regressions with fat tails (Q2227065) (← links)
• Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
• Stable Autoregressive Models and Signal Estimation (Q2920015) (← links)
• Weighted quantile regression for AR model with infinite variance errors (Q3145394) (← links)
• NON‐STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES WITH INFINITE VARIANCE (Q5285836) (← links)