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

@@ Property / DOI @@
-.1111/j.1467-9892.2009.00648.x
@@ Property / DOI: 10.1111/j.1467-9892.2009.00648.x / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.2009.00648.x
+Normal rank
@@ Property / OpenAlex ID @@
+W1995762559
@@ Property / OpenAlex ID: W1995762559 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation for all-pass time series models
+Normal rank
@@ Property / cites work @@
+Rank-based estimation for all-pass time series models
+Normal rank
@@ Property / cites work @@
+TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation for noncausal autoregressive processes
+Normal rank
@@ Property / cites work @@
+Least absolute deviation estimation for all-pass time series models
+Normal rank
@@ Property / cites work @@
+Parametric cumulant based phase estimation of 1-D and 2-D nonminimum phase systems by allpass filtering
+Normal rank
@@ Property / cites work @@
+Gauss-Newton and M-estimation for ARMA processes with infinite variance
+Normal rank
@@ Property / cites work @@
+Least absolute deviation estimation for regression with ARMA errors
+Normal rank
@@ Property / cites work @@
+Quasi-likelihood Estimation of Non-invertible Moving Average Processes
+Normal rank
@@ Property / cites work @@
+An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes
+Normal rank
@@ Property / cites work @@
+Q4869732
@@ Property / cites work: Q4869732 / rank @@
+Normal rank
@@ Property / cites work @@
+A Simplex Method for Function Minimization
@@ Property / cites work: A Simplex Method for Function Minimization / rank @@
+Normal rank
@@ Property / cites work @@
+WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
+Normal rank
@@ Property / cites work @@
+Gaussian and non-Gaussian linear time series and random fields
+Normal rank
@@ Property / DOI @@
+.1111/J.1467-9892.2009.00648.X
@@ Property / DOI: 10.1111/J.1467-9892.2009.00648.X / rank @@
+Normal rank