Pages that link to "Item:Q4371858"
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The following pages link to Econometric modeling in the presence of heavy-tailed innovations: a survey of some recent advances (Q4371858):
Displaying 5 items.
- Cointegrated processes with infinite variance innovations (Q1296604) (← links)
- Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
- Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690) (← links)
