Pages that link to "Item:Q4431624"
From MaRDI portal
The following pages link to Robust estimates for arch processes (Q4431624):
Displaying 15 items.
- Robust parameter estimation for the Ornstein-Uhlenbeck process (Q257449) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- Robust estimates for GARCH models (Q935425) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- Robust and efficient estimation of multivariate scatter and location (Q1658434) (← links)
- Robust tests for linear regression models based on \(\tau\)-estimates (Q1660233) (← links)
- M-estimate for the stationary hyperbolic GARCH models (Q2070660) (← links)
- Robust M-estimation of multivariate GARCH models (Q2445701) (← links)
- A robust proposal of estimation for the sufficient dimension reduction problem (Q2666070) (← links)
- <i>M</i>-Estimator of a Generalized Linear Model with Measurement Errors (Q3083801) (← links)
- (Q4581309) (← links)
- M-estimates for the multiplicative error model (Q5107692) (← links)
- Robust estimation methods for a class of log-linear count time series models (Q5222370) (← links)
- Effects of outliers on the identification and estimation of GARCH models (Q5430496) (← links)
