Pages that link to "Item:Q888475"
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The following pages link to An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475):
Displaying 9 items.
- An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475) (← links)
- Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- Robust causality test of infinite variance processes (Q2305988) (← links)
- Bartlett Correction of Empirical Likelihood for Non‐Gaussian Short‐Memory Time Series (Q2817310) (← links)
- On empirical likelihood test for predictability (Q5078128) (← links)
- (Q5879932) (← links)
- A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations (Q6155659) (← links)
- A blockwise empirical likelihood method for time series in frequency domain inference (Q6608684) (← links)
