Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance |
scientific article |
Statements
Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (English)
0 references
29 January 2015
0 references
ARFIMA
0 references
WLAD
0 references
asymptotic normality
0 references
stationarity
0 references
testing
0 references
0 references
0 references
0 references
0 references
0 references
