Pages that link to "Item:Q1895361"
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The following pages link to Parameter estimation for ARMA models with infinite variance innovations (Q1895361):
Displaying 50 items.
- Sign tests for long-memory time series (Q265025) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
- Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284) (← links)
- Strongly harmonizable ARMA S\(\alpha\)S models (Q724806) (← links)
- Bootstrap tests for structural change with infinite variance observations (Q731938) (← links)
- Central limit theorem for linear processes with infinite variance (Q742110) (← links)
- Time series with discrete semistable marginals (Q840937) (← links)
- Approximations and limit theory for quadratic forms of linear processes (Q873607) (← links)
- An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475) (← links)
- Seasonal fractional ARIMA with stable innovations (Q945772) (← links)
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Linear prediction of ARMA processes with infinite variance (Q1059970) (← links)
- Gauss-Newton and M-estimation for ARMA processes with infinite variance (Q1272156) (← links)
- On the underfitting and overfitting sets of models chosen by order selection criteria. (Q1303860) (← links)
- Parameter estimation for infinite variance fractional ARIMA (Q1354498) (← links)
- Periodic moving averages of random variables with regularly varying tails (Q1359424) (← links)
- The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables (Q1382493) (← links)
- The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Discrete time parametric models with long memory and infinite variance (Q1596879) (← links)
- Innovations algorithm for periodically stationary time series (Q1613633) (← links)
- Stable continuous-time autoregressive process driven by stable subordinator (Q1619074) (← links)
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
- Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (Q1620525) (← links)
- Robust parameter estimation for stationary processes by an exotic disparity from prediction problem (Q1687202) (← links)
- Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
- On model Fitting and estimation of strictly stationary processes (Q1697205) (← links)
- Spatio-temporal analysis with short- and long-memory dependence: a state-space approach (Q1708368) (← links)
- Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105) (← links)
- Smoothed estimates for models with random coefficients and infinite variance innovations (Q1765004) (← links)
- Whittle estimation in a heavy-tailed GARCH(1,1) model. (Q1766031) (← links)
- Codifference as a practical tool to measure interdependence (Q1783336) (← links)
- Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise (Q1805794) (← links)
- A likelihood approximation for locally stationary processes (Q1848853) (← links)
- Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model (Q1904996) (← links)
- Fractional ARIMA with stable innovations (Q1909951) (← links)
- A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions (Q1934478) (← links)
- Nonparametric estimation of the kernel function of symmetric stable moving average random functions (Q2042436) (← links)
- Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285) (← links)
- Consistency of global LSE for MA(1) models (Q2070587) (← links)
- Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies (Q2123270) (← links)
- Infinite variance stable Gegenbauer ARFISMA models (Q2138255) (← links)
- Trimmed portmanteau test for linear processes with infinite variance (Q2267596) (← links)
- Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions (Q2270877) (← links)
- On partial-sum processes of ARMAX residuals (Q2284371) (← links)
