Least absolute deviation estimation for general autoregressive moving average time-series models (Q3077680): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.2009.00648.x
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+W1995762559
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+Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes
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+Maximum likelihood estimation for all-pass time series models
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+Rank-based estimation for all-pass time series models
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+TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
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+Maximum likelihood estimation for noncausal autoregressive processes
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+Least absolute deviation estimation for all-pass time series models
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+Parametric cumulant based phase estimation of 1-D and 2-D nonminimum phase systems by allpass filtering
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+Gauss-Newton and M-estimation for ARMA processes with infinite variance
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+Least absolute deviation estimation for regression with ARMA errors
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+Quasi-likelihood Estimation of Non-invertible Moving Average Processes
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+An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes
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+Q4869732
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+A Simplex Method for Function Minimization
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+WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
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+Gaussian and non-Gaussian linear time series and random fields
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