Pages that link to "Item:Q2852489"
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The following pages link to Least tail-trimmed squares for infinite variance autoregressions (Q2852489):
Displaying 14 items.
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Least tail-trimmed absolute deviation estimation for autoregressions with infinite/finite variance (Q1746546) (← links)
- An exponential-squared estimator in the autoregressive model with heavy-tailed errors (Q1747582) (← links)
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
- The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386) (← links)
- Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
- Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite <i>r</i>th moments (Q5004989) (← links)
- Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
- Robust parameter estimation of regression model with AR(p) error terms (Q5085029) (← links)
- (Q5201256) (← links)
- Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457) (← links)
