Pages that link to "Item:Q5916138"
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The following pages link to Estimating parameters in autoregressive models with asymmetric innovations (Q5916138):
Displaying 16 items.
- The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (Q553013) (← links)
- Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
- Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm (Q781368) (← links)
- The mixed trunsored model with applications to SARS (Q878599) (← links)
- Generalized ARMA models with martingale difference errors (Q888346) (← links)
- Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363) (← links)
- Simultaneous estimation of parameters for a generalized logistic distribution and application to time series models (Q1397599) (← links)
- Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution (Q2157393) (← links)
- Asymmetric filters in correlated ARIMA components (Q2639557) (← links)
- Weighted symmetric estimators of autoregressive models (Q2795818) (← links)
- Estimating parameters in autoregressive models in non-normal situations: symmetric innovations (Q4237865) (← links)
- Time series models with asymmetric innovations (Q4266711) (← links)
- ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS (Q4540604) (← links)
- Analysis of autoregressive models with symmetric stable innovations (Q5147566) (← links)
- Estimating parameters in autoregressive models with asymmetric innovations (Q5900465) (← links)
- Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions (Q6172132) (← links)
