Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors (Q5479505)
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scientific article; zbMATH DE number 5039591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors |
scientific article; zbMATH DE number 5039591 |
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Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors (English)
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10 July 2006
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Median
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Symmetry
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Weighted least absolute deviations estimator
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