Pages that link to "Item:Q2256754"
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The following pages link to Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754):
Displaying 5 items.
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- Smoothed empirical likelihood for GARCH models with heavy-tailed errors (Q2834728) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- Robust parameter estimation of regression model with AR(p) error terms (Q5085029) (← links)
