Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity (Q3631505): Difference between revisions

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Latest revision as of 14:33, 19 March 2024

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Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity
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    Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity (English)
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    10 June 2009
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    ARFIMA
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    conditional heteroscedasticity
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    heavy tail
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    GARCH
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    least absolute deviation
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    long memory
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