Pages that link to "Item:Q995429"
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The following pages link to Rank-based estimation for all-pass time series models (Q995429):
Displaying 8 items.
- Model identification for infinite variance autoregressive processes (Q528139) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models (Q1750279) (← links)
- Estimation of time series models using residuals dependence measures (Q2105206) (← links)
- M-estimation for general ARMA Processes with Infinite Variance (Q2852629) (← links)
- Least absolute deviation estimation for general autoregressive moving average time-series models (Q3077680) (← links)
- RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
- Effects of weak identification on the MD estimator in dynamic stochastic general equilibrium models (Q5083887) (← links)