Pages that link to "Item:Q5647773"

The following pages link to "Infinite Variance" and Research Strategy in Time Series Analysis (Q5647773):

Displaying 23 items.

• Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
• FARIMA with stable innovations model of Great Salt Lake elevation time series (Q612642) (← links)
• Window estimates of location and scale with applications to the Cauchy distribution (Q1239994) (← links)
• Estimation for regression with infinite variance errors (Q1596877) (← links)
• Recursive estimation for regression with infinite variance fractional ARIMA noise (Q1600533) (← links)
• Simulation analysis of threshold autoregressive unit root tests (Q1952675) (← links)
• Moments of Markov switching models (Q1973430) (← links)
• Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
• On the properties of the coefficient of determination in regression models with infinite variance variables (Q2451781) (← links)
• Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process (Q2467375) (← links)
• A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS (Q3028146) (← links)
• A note on nonstationary arma processes with infinite variance (Q3135313) (← links)
• Identification of arma models with non-gaussian innovations (Q3135638) (← links)
• Modeling the coupled return-spread high frequency dynamics of large tick assets (Q3302105) (← links)
• The impact of fat-tailed distributions on some leading unit roots tests (Q3591843) (← links)
• SYMMETRIC STABLE SEQUENCES WITH MISSING OBSERVATIONS (Q4299038) (← links)
• ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY (Q4406236) (← links)
• Guaranteed parameter estimation in a first order autoregressive progress with infinite variance (Q4500805) (← links)
• Model selection for infinite variance time series (Q4843863) (← links)
• Calculation of multidimensional stable densities (Q4859856) (← links)
• NON‐STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES WITH INFINITE VARIANCE (Q5285836) (← links)
• Inference for some time series models with random coefficients and infinite variance innovations (Q5936766) (← links)
• New robust inference for predictive regressions (Q6667297) (← links)