Empirical likelihood for LAD estimators in infinite variance ARMA models (Q625001): Difference between revisions

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Property / cites work: EMPIRICAL LIKELIHOOD FOR GARCH MODELS / rank
 
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Revision as of 18:50, 3 July 2024

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Empirical likelihood for LAD estimators in infinite variance ARMA models
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    Empirical likelihood for LAD estimators in infinite variance ARMA models (English)
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    11 February 2011
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    ARMA model
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    infinite variance
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    empirical likelihood
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    LAD estimation
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