Pages that link to "Item:Q619106"
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The following pages link to Minimum density power divergence estimator for GARCH models (Q619106):
Displaying 17 items.
- Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
- Robust estimation in stochastic frontier models (Q1658542) (← links)
- Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator (Q1787240) (← links)
- Minimum density power divergence estimator for diffusion processes (Q1934487) (← links)
- Robust test for dispersion parameter change in discretely observed diffusion processes (Q2008123) (← links)
- Robust estimation for general integer-valued time series models (Q2027220) (← links)
- Robust test for structural instability in dynamic factor models (Q2042290) (← links)
- Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423) (← links)
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738) (← links)
- Robust estimation for the covariance matrix of multivariate time series based on normal mixtures (Q2359465) (← links)
- Robust and efficient estimation for the generalized Pareto distribution (Q2488456) (← links)
- Robust estimation for copula parameter in SCOMDY models (Q2852593) (← links)
- Minimum alpha-divergence estimation for arch models (Q3440738) (← links)
- Robust estimation of conditional variance of time series using density power divergences (Q4687630) (← links)
- Test for parameter change in the presence of outliers: the density power divergence-based approach (Q5065268) (← links)
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985) (← links)
- The Minimum Density Power Divergence Estimation for the Lognormal Density (Q5172821) (← links)
