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WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
Pan, Jiazhu
;
Wang, Hui
;
Yao, Qiwei
- In:
Econometric Theory
23
(
2007
)
05
,
pp. 852-879
Persistent link: https://www.econbiz.de/10005610387
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