Pages that link to "Item:Q5367401"

The following pages link to LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises (Q5367401):

Displaying 14 items.

• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
• Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
• Consistency of global LSE for MA(1) models (Q2070587) (← links)
• LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
• Nearly nonstationary processes under infinite variance GARCH noises (Q2160010) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
• Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
• TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL (Q5081790) (← links)
• Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
• Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)
• Estimation for periodic ARMA models with unspecified noises (Q5866042) (← links)
• Nonparametric tests for market timing ability using daily mutual fund returns (Q6109940) (← links)
• Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference (Q6185132) (← links)