Asymptotics of<i>L</i><sub>1</sub>-Estimators in Moving Average Time Series Models (Q4449147)
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scientific article; zbMATH DE number 2038497
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| English | Asymptotics of<i>L</i><sub>1</sub>-Estimators in Moving Average Time Series Models |
scientific article; zbMATH DE number 2038497 |
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Asymptotics of<i>L</i><sub>1</sub>-Estimators in Moving Average Time Series Models (English)
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5 February 2004
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limiting distribution
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MA(q) time series
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0.91210383
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0.89654315
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0.8952564
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0.89190793
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0.88961256
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