Pages that link to "Item:Q506578"

The following pages link to Asymptotics of self-weighted M-estimators for autoregressive models (Q506578):

Displaying 14 items.

• A note on self-weighted quantile estimation for infinite variance quantile autoregression models (Q952867) (← links)
• Self-weighted quasi-maximum exponential likelihood estimator for ARFIMA-GARCH models (Q1931360) (← links)
• Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285) (← links)
• Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020) (← links)
• Finite-sample analysis of \(M\)-estimators using self-concordance (Q2219231) (← links)
• Highly efficient weighted for autoregression wilcoxon estimes for autoregression (Q2716940) (← links)
• Weighted symmetric estimators of autoregressive models (Q2795818) (← links)
• (Q4983929) (← links)
• Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
• Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457) (← links)
• Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (Q6135355) (← links)
• Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
• Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance (Q6549186) (← links)
• Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference (Q6549269) (← links)