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Estimation for heavy tailed moving average process

JOURNAL ARTICLE published 28 April 2018 in Kybernetika

Authors: Hakim Ouadjed | Tawfiq Fawzi Mami

https://doi.org/10.14736/kyb-2018-2-0351 Actions

Semi-parametric estimation of a stationary, non-necessary causal AR(p) process with infinite variance

JOURNAL ARTICLE published January 1990 in Journal of Multivariate Analysis

Authors: Elisabeth Gassiat

https://doi.org/10.1016/0047-259x(90)90078-v Actions

Semi-parametric estimation of long-range dependence index in infinite variance time series

JOURNAL ARTICLE published January 2001 in Statistics & Probability Letters

Authors: Liang Peng

https://doi.org/10.1016/s0167-7152(00)00122-x Actions

Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation

JOURNAL ARTICLE published September 2017 in Journal of Econometrics

Authors: Christian Gourieroux | Joann Jasiak

https://doi.org/10.1016/j.jeconom.2017.01.011 Actions

Guaranteed parameter estimation in a first order autoregressive progress with infinite variance

JOURNAL ARTICLE published January 2000 in Sequential Analysis

Authors: Victor Konev | Alain Le Breton

https://doi.org/10.1080/07474940008836438 Actions

Shrinkage Estimation of Semi-Parametric Spatial Autoregressive Panel Data Model with Fixed Effects

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Yu Liu | Xiaoyang Zhuang

https://doi.org/10.2139/ssrn.4133482 Actions

Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence

JOURNAL ARTICLE published 17 June 2016 in Communications in Statistics - Theory and Methods

Authors: Zhiyong Zhou | Zhengyan Lin

https://doi.org/10.1080/03610926.2014.904354 Actions

On the First-Order Autoregressive Process with Infinite Variance

JOURNAL ARTICLE published December 1989 in Econometric Theory

Authors: Ngai Hang Chan | Lanh Tat Tran

https://doi.org/10.1017/s0266466600012561 Actions

Yule-Walker-Based Approaches for Estimation of Noise-Corrupted Periodic Autoregressive Model - Finite- and Infinite-Variance Cases

PROCEEDINGS ARTICLE published 4 September 2023 in 2023 31st European Signal Processing Conference (EUSIPCO)

Authors: Wojciech Żuławiński | Agnieszka Wyłomańska | Radosław Zimroz

https://doi.org/10.23919/eusipco58844.2023.10289735 Actions

Retraction Notice: Parameter Estimation of Fractional Low Order Time-frequency Autoregressive Based on Infinite Variance Analysis

JOURNAL ARTICLE published 30 December 2016 in The Open Automation and Control Systems Journal

Authors: Cao Ying | Yuan Qingshan | Zeng Lili

https://doi.org/10.2174/1874444301608010103 Actions

Linear minimax filtering of scalar random process at presence of fuzzy disturbance with limited variance in net component of observation

JOURNAL ARTICLE published 20 July 2014 in Izvestiya MGTU MAMI

Authors: I. G Sidorov

https://doi.org/10.17816/2074-0530-67447 Actions

M-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS

JOURNAL ARTICLE published December 2010 in Econometric Theory

Authors: S.M. Roknossadati | M. Zarepour

https://doi.org/10.1017/s0266466609990752 Actions

Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models

JOURNAL ARTICLE published 1 June 2005 in Journal of the Royal Statistical Society Series B: Statistical Methodology

Research funded by Competitive Earmarked Research (HKUST4765/03H)

Authors: Shiqing Ling

https://doi.org/10.1111/j.1467-9868.2005.00507.x Actions

Parametric Aspects, Semi-Infinite Optimization

BOOK CHAPTER published in Optimization Theory

https://doi.org/10.1007/1-4020-8099-9_3 Actions

Empirical Processes for Infinite Variance Autoregressive Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Kilani Ghoudi | Chafik Bouhaddioui

https://doi.org/10.2139/ssrn.1867263 Actions

2. Dirichlet Process Prior and Density Estimation

BOOK CHAPTER published 31 December 2014 in Bayesian Non- and Semi-parametric Methods and Applications

https://doi.org/10.1515/9781400850303-003 Actions

Parameter Estimation of Fractional Low Order Time-frequency Autoregressive Based on Infinite Variance Analysis

JOURNAL ARTICLE published 29 October 2015 in The Open Automation and Control Systems Journal

Authors: Cao Ying | Yuan Qingshan | Zeng Lili

https://doi.org/10.2174/1874444301507012083 Actions

Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects

JOURNAL ARTICLE published March 2023 in Statistics & Probability Letters

Authors: Yu Liu | Xiaoyang Zhuang

https://doi.org/10.1016/j.spl.2022.109746 Actions

Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity

JOURNAL ARTICLE published June 2013 in Computational Statistics

Authors: Cathy W. S. Chen | Richard Gerlach

https://doi.org/10.1007/s00180-012-0346-9 Actions

Efficient estimation and variable selection for infinite variance autoregressive models

JOURNAL ARTICLE published October 2012 in Journal of Applied Mathematics and Computing

Authors: Linjun Tang | Zhangong Zhou | Changchun Wu

https://doi.org/10.1007/s12190-012-0567-7 Actions
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