Characterization of the LAD (L/sub 1/) AR parameter estimator when applied to stationary ARMA, MA, and higher order AR processes (Q3033671)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Characterization of the LAD (L/sub 1/) AR parameter estimator when applied to stationary ARMA, MA, and higher order AR processes |
scientific article |
Statements
Characterization of the LAD (L/sub 1/) AR parameter estimator when applied to stationary ARMA, MA, and higher order AR processes (English)
0 references
1989
0 references
LAD (least absolute deviations) AR parameter estimator
0 references
PARCOR parameter estimation
0 references