Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457): Difference between revisions

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Revision as of 19:46, 5 March 2024

scientific article; zbMATH DE number 2201023
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English
Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
scientific article; zbMATH DE number 2201023

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    Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (English)
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    1 September 2005
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    heavy-tailed time series
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    least absolute deviation estimation
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    self-weighted least absolute deviation
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    LAD
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