Pages that link to "Item:Q1600535"
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The following pages link to Statistical inference in regression with heavy-tailed integrated variables (Q1600535):
Displaying 11 items.
- Heavy tails of OLS (Q528137) (← links)
- Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← links)
- Neuro-dynamic trading methods (Q2433500) (← links)
- Bimodal t-ratios: the impact of thick tails on inference (Q3004026) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS (Q3632396) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- COMMENT ON “WEAK CONVERGENCE TO A MATRIX STOCHASTIC INTEGRAL WITH STABLE PROCESSES” (Q5199500) (← links)
- Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model (Q6171950) (← links)
- Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)
