Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity (Q3631505)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity |
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Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity (English)
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10 June 2009
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ARFIMA
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conditional heteroscedasticity
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heavy tail
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GARCH
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least absolute deviation
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long memory
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