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
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Characterization of the LAD (L/sub 1/) AR parameter estimator when applied to stationary ARMA, MA, and higher order AR processes |
scientific article; zbMATH DE number 4132066
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Characterization of the LAD (L/sub 1/) AR parameter estimator when applied to stationary ARMA, MA, and higher order AR processes |
scientific article; zbMATH DE number 4132066 |
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
0.8140914440155029
0 references
0.7835492491722107
0 references
0.7780680060386658
0 references
