Pages that link to "Item:Q3070611"
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The following pages link to Time series models with asymmetric Laplace innovations (Q3070611):
Displaying 15 items.
- Marshall-Olkin Esscher transformed Laplace distribution and processes (Q467867) (← links)
- Inference in two-piece location-scale models with Jeffreys priors (Q899001) (← links)
- Asymmetric recursive methods for time series (Q1340773) (← links)
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
- Loss-based approach to two-piece location-scale distributions with applications to dependent data (Q2218635) (← links)
- Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances (Q3368195) (← links)
- Continuous Time Series Models for Unequally Spaced Data Applied to Modeling Atomic Clocks (Q3746739) (← links)
- Maximum likelihood estimation in vector autoregressive models with multivariate scaled <i>t</i>-distributed innovations using EM-based algorithms (Q5084753) (← links)
- On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations (Q5107312) (← links)
- Semiparametric Time Series Models with Log‐concave Innovations: Maximum Likelihood Estimation and its Consistency (Q5177947) (← links)
- Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on <i>λ</i>-th power skewness and kurtosis (Q5880773) (← links)
- Optimal operation of a grid‐connected battery energy storage system over its lifetime (Q6054558) (← links)
- Generalized Gaussian quasi-maximum likelihood estimation for most common time series (Q6118258) (← links)
- Quadratic prediction of time series via auto-cumulants (Q6123497) (← links)
- A notable Gamma-Lindley first-order autoregressive process: an application to hydrological data (Q6626452) (← links)