Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786)
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scientific article; zbMATH DE number 6392126
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| English | Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance |
scientific article; zbMATH DE number 6392126 |
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Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (English)
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29 January 2015
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ARFIMA
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WLAD
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asymptotic normality
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stationarity
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testing
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0.8697486519813538
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0.8615710139274597
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0.8501258492469788
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0.8467106819152832
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