Characterization of the LAD (L/sub 1/) AR parameter estimator when applied to stationary ARMA, MA, and higher order AR processes (Q3033671)
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scientific article; zbMATH DE number 4132066
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| 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)
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1989
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LAD (least absolute deviations) AR parameter estimator
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PARCOR parameter estimation
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0.8140914440155029
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0.7835492491722107
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0.7780680060386658
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