Pages that link to "Item:Q1687323"
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The following pages link to Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323):
Displaying 4 items.
- Robust causality test of infinite variance processes (Q2305988) (← links)
- Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457) (← links)
- Empirical likelihood-based portmanteau tests for autoregressive moving average models with possible infinite variance innovations (Q6073459) (← links)
- Robust inference theory for non-regular time series models and its extensions (Q6601515) (← links)
