Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 20:46, 5 March 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