Pages that link to "Item:Q4364935"
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The following pages link to On some simple, autoregression-based estimation and identification techniques for ARMA models (Q4364935):
Displaying 9 items.
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- Indirect estimation of ARFIMA and VARFIMA models (Q1808561) (← links)
- ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION (Q4443972) (← links)
- Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes (Q5263975) (← links)
- GARCH Model Estimation Using Estimated Quadratic Variation (Q5863577) (← links)
- Endogenous thresholds and tests for asymmetry in US prime rate movements (Q5958686) (← links)
- Wald tests of singular hypotheses (Q5963494) (← links)
- The asymptotic behaviors for autoregression quantile estimates (Q6579725) (← links)
