Pages that link to "Item:Q1871690"
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The following pages link to Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690):
Displaying 10 items.
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Learning algorithms may perform worse with increasing training set size: algorithm-data incompatibility (Q1623460) (← links)
- Order of convergence of regression parameter estimates in models with infinite variance (Q1822874) (← links)
- A Gini-based time series analysis and test for reversibility (Q2423186) (← links)
- Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes (Q2442687) (← links)
- Tests based on simplicial depth for AR(1) models with explosion (Q2830680) (← links)
- (Q3164733) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- AN EXAMINATION OF ESTIMATED RESIDUALS IN A REGRESSION WITH AN INFINITE ORDER PARAMETRIC MODEL (Q4541778) (← links)
- The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (Q5062351) (← links)
