Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity (Q3631505): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2079647269 / rank | |||
Normal rank | |||
Latest revision as of 14:33, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity |
scientific article |
Statements
Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity (English)
0 references
10 June 2009
0 references
ARFIMA
0 references
conditional heteroscedasticity
0 references
heavy tail
0 references
GARCH
0 references
least absolute deviation
0 references
long memory
0 references
