Robust estimation of conditional variance of time series using density power divergences-Reference-Cited by-同舟云学术

Robust estimation of conditional variance of time series using density power divergences

Published:2017-03-27 Issue:6 Volume:36 Page:703-717
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Park Jin‐Hong¹,Sriram T. N.²

Affiliation:

1. Department of Mathematics College of Charleston Charleston SC USA

2. Department of Statistics University of Georgia Athens GA USA

Funder

National Science Foundation

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2465

Reference27 articles.

1. Differential-Geometrical Methods in Statistics

2. Basu A. Harris I. Hjort N. &Jones M.(1997).Robust and efficient estimation by minimizing a density power divergence. (Statistical Research Report).Oslo Norway: University of Oslo.

3. Robust and efficient estimation by minimising a density power divergence

4. A model selection approach for the identification of quantitative trait loci in experimental crosses

5. Regression Graphics

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