Pages that link to "Item:Q515145"
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The following pages link to Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145):
Displaying 12 items.
- An exponential-squared estimator in the autoregressive model with heavy-tailed errors (Q1747582) (← links)
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
- Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
- Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes (Q2343638) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- (Q4983929) (← links)
- Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
- Statistical Inference for Structurally Changed Threshold Autoregressive Models (Q5243737) (← links)
- Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (Q6135355) (← links)
- Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors (Q6170139) (← links)
- Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models (Q6616615) (← links)
