Pages that link to "Item:Q5880117"

The following pages link to Empirical likelihood inference in autoregressive models with time-varying variances (Q5880117):

Displaying 7 items.

• Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. (Q1423358) (← links)
• The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153) (← links)
• Calculating the autocovariances and the likelihood for periodic V ARMA models (Q3636723) (← links)
• Empirical likelihood inference for error density estimators in first-order autoregression models (Q5160179) (← links)
• Likelihood-Based Inference in Autoregressive Models with Scaled<i>t</i>-Distributed Innovations by Means of EM-Based Algorithms (Q5299960) (← links)
• Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data (Q5419684) (← links)
• Empirical likelihood-based portmanteau tests for autoregressive moving average models with possible infinite variance innovations (Q6073459) (← links)