Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors (Q5479505): Difference between revisions
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| Property / DOI: 10.1093/biomet/92.2.477 / rank | |||
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Latest revision as of 17:04, 30 December 2024
scientific article; zbMATH DE number 5039591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors |
scientific article; zbMATH DE number 5039591 |
Statements
Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors (English)
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10 July 2006
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Median
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Symmetry
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Weighted least absolute deviations estimator
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