Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:23, 8 February 2024
scientific article; zbMATH DE number 2201023
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models |
scientific article; zbMATH DE number 2201023 |
Statements
Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (English)
0 references
1 September 2005
0 references
heavy-tailed time series
0 references
least absolute deviation estimation
0 references
self-weighted least absolute deviation
0 references
LAD
0 references
