The global weighted LAD estimators for finite/infinite variance ARMA (p,q) models
Year of publication: |
2012
|
---|---|
Authors: | Zhu, Ke ; Ling, Shiqing |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 5, p. 1065-1086
|
Subject: | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Varianzanalyse | Analysis of variance |
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