Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models (Q466996)
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scientific article; zbMATH DE number 6363266
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| English | Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models |
scientific article; zbMATH DE number 6363266 |
Statements
Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models (English)
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3 November 2014
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ARFIMA model
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LAD estimation
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noncausality
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noninvertibility
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0.8900223970413208
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0.8697486519813538
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0.8435688614845276
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0.8372604846954346
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0.814959704875946
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