Pages that link to "Item:Q5479505"

The following pages link to Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors (Q5479505):

Displaying 16 items.

• Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
• Quantile inference for heteroscedastic regression models (Q630938) (← links)
• Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
• Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
• Statistical inference for conditional quantiles in nonlinear time series models (Q888341) (← links)
• Conditional variance estimation in heteroscedastic regression models (Q958779) (← links)
• Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
• Nearly nonstationary processes under infinite variance GARCH noises (Q2160010) (← links)
• Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269) (← links)
• TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS (Q2890711) (← links)
• Limit theory for a general class of GARCH models with just barely infinite variance (Q2930910) (← links)
• NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569) (← links)
• EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
• Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
• On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models (Q5135327) (← links)
• Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)