Pages that link to "Item:Q5916138"

The following pages link to Estimating parameters in autoregressive models with asymmetric innovations (Q5916138):

Displaying 8 items.

• The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (Q553013) (← links)
• Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
• Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm (Q781368) (← links)
• The mixed trunsored model with applications to SARS (Q878599) (← links)
• Generalized ARMA models with martingale difference errors (Q888346) (← links)
• Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363) (← links)
• Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution (Q2157393) (← links)
• Estimating parameters in autoregressive models with asymmetric innovations (Q5900465) (← links)