Characterization of the LAD (L/sub 1/) AR parameter estimator when applied to stationary ARMA, MA, and higher order AR processes (Q3033671): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:38, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of the LAD (L/sub 1/) AR parameter estimator when applied to stationary ARMA, MA, and higher order AR processes |
scientific article |
Statements
Characterization of the LAD (L/sub 1/) AR parameter estimator when applied to stationary ARMA, MA, and higher order AR processes (English)
0 references
1989
0 references
LAD (least absolute deviations) AR parameter estimator
0 references
PARCOR parameter estimation
0 references
