Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786): Difference between revisions

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+https://doi.org/10.1016/j.jkss.2014.04.001
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+W2000023205
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+Q4865042
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+THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(<i>p</i>,<i>q</i>) MODELS
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