Asymptotics of<i>L</i><sub>1</sub>-Estimators in Moving Average Time Series Models (Q4449147)

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scientific article; zbMATH DE number 2038497
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Asymptotics of<i>L</i><sub>1</sub>-Estimators in Moving Average Time Series Models
scientific article; zbMATH DE number 2038497

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    Asymptotics of<i>L</i><sub>1</sub>-Estimators in Moving Average Time Series Models (English)
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    5 February 2004
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    limiting distribution
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    MA(q) time series
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