Pages that link to "Item:Q952867"
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The following pages link to A note on self-weighted quantile estimation for infinite variance quantile autoregression models (Q952867):
Displaying 9 items.
- Inference for spatial autoregressive models with infinite variance noises (Q1995608) (← links)
- Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020) (← links)
- Efficient estimation and variable selection for infinite variance autoregressive models (Q2511112) (← links)
- Weighted quantile regression for AR model with infinite variance errors (Q3145394) (← links)
- A Gini Autocovariance Function for Time Series Modelling (Q3452743) (← links)
- Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457) (← links)
- A new RCAR(1) model based on explanatory variables and observations (Q6541086) (← links)
- Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors (Q6541121) (← links)
- Gini autocovariance function used for time series with heavy-tail distributions (Q6602195) (← links)
