Pages that link to "Item:Q5313457"
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The following pages link to Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457):
Displayed 50 items.
- Estimation and tests for power-transformed and threshold GARCH models (Q290965) (← links)
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
- Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
- Risk-parameter estimation in volatility models (Q473360) (← links)
- Asymptotics of self-weighted M-estimators for autoregressive models (Q506578) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Model identification for infinite variance autoregressive processes (Q528139) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
- Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models (Q988118) (← links)
- Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
- Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
- Least tail-trimmed absolute deviation estimation for autoregressions with infinite/finite variance (Q1746546) (← links)
- Misspecification of noncausal order in autoregressive processes (Q1754523) (← links)
- Linear double autoregression (Q1792485) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285) (← links)
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
- Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020) (← links)
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
- Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
- Robust causality test of infinite variance processes (Q2305988) (← links)
- Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269) (← links)
- The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386) (← links)
- Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986) (← links)
- Least absolute deviation estimation of autoregressive conditional duration model (Q2431048) (← links)
- Predictive regressions for macroeconomic data (Q2453692) (← links)
- Asymptotic theory for LAD estimation of moderate deviations from a unit root (Q2453917) (← links)
- Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
- Efficient estimation and variable selection for infinite variance autoregressive models (Q2511112) (← links)
- Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786) (← links)
- Weighted least absolute deviations estimation for periodic ARMA models (Q2516021) (← links)
- Inference for mean change-point in infinite variance \(AR(p)\) process (Q2518944) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE (Q2886969) (← links)
- TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS (Q2890711) (← links)
- Bootstrapping a weighted linear estimator �of the ARCH parameters (Q3077651) (← links)
- Weighted quantile regression for AR model with infinite variance errors (Q3145394) (← links)
- THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(<i>p</i>,<i>q</i>) MODELS (Q3168423) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- A Gini Autocovariance Function for Time Series Modelling (Q3452743) (← links)
- SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models (Q3462376) (← links)
- EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS (Q4979495) (← links)
- (Q5011285) (← links)
- Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) (← links)
- Asymmetric linear double autoregression (Q5095288) (← links)
- QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
- Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)