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Disambiguation of "Davis, Richard A."

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M-estimation for autoregressions with infinite variance

, , and . Stochastic Processes and their Applications, 40 (1): 145--180 (February 1992)

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Richard Davis

Matthew Davis

Geoffrey Davis

Frank Davis

Kenneth Davis

 

Other publications of authors with the same name

Approximating the Conditional Density Given Large Observed Values via a Multivariate Extremes Framework, with Application to Environmental Data, , and . (2012)Novel feature selection method for genetic programming using metabolomic 1H NMR data, , , and . Chemometrics and Intelligent Laboratory Systems, 81 (1): 50--59 (March 2006)Parameter estimation for some time series models without contiguity, and . Statistics & Probability Letters, 11 (6): 515--521 (June 1991)Gauss-Newton and M-estimation for ARMA processes with infinite variance. Stochastic Processes and their Applications, 63 (1): 75--95 (October 1996)Regular variation of GARCH processes, , and . Stochastic Processes and their Applications, 99 (1): 95--115 (May 2002)Gaussian likelihood-based inference for non-invertible MA(1) processes with SS noise, and . Stochastic Processes and their Applications, 77 (1): 99--122 (Sep 1, 1998)Time series, and . Springer series in statistics Springer, New York, NY u.a., 2. ed edition, (1991)The sample ACF of a simple bilinear process, , and . Stochastic Processes and their Applications, 83 (1): 1--14 (Sep 1, 1999)Estimation for first-order autoregressive processes with positive or bounded innovations, and . Stochastic Processes and their Applications, 31 (2): 237--250 (April 1989)Extremes in autoregressive processes with uniform marginal distributions, and . Statistics & Probability Letters, 1 (2): 85--88 (November 1982)