The global weighted LAD estimators for finite/infinite variance ARMA (p,q) models
Ke Zhu and Shiqing Ling
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009714722