The following pages link to (Q4247102):
Displaying 13 items.
- Estimation and tests for power-transformed and threshold GARCH models (Q290965) (← links)
- Model identification for infinite variance autoregressive processes (Q528139) (← links)
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Testing for independence in heavy-tailed time series using the codifference function (Q961960) (← links)
- Least tail-trimmed absolute deviation estimation for autoregressions with infinite/finite variance (Q1746546) (← links)
- Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986) (← links)
- Identification of moving average process with infinite variance (Q2467384) (← links)
- Modeling growth stocks via birth-death processes (Q4467504) (← links)
- Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model (Q5049923) (← links)
- Analysis of autoregressive models with symmetric stable innovations (Q5147566) (← links)
- $H$-Convergence Result for Nonlocal Elliptic-Type Problems via Tartar's Method (Q5274918) (← links)
- AN EMPIRICAL STUDY OF THE ASYMPTOTIC LAWS OF SOME ESTIMATORS OF GENERALIZED ASSOCIATION PARAMETER AND SIGNED SYMMETRIC COVARIATION COEFFICIENT (Q5865367) (← links)
- A method for fitting stable autoregressive models using the autocovariation function (Q5952107) (← links)
