Least absolute deviation estimation for regression with ARMA errors
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Publication:1368998
DOI10.1023/A:1022620818679zbMath0883.62097OpenAlexW1590976672MaRDI QIDQ1368998
William T. M. Dunsmuir, Richard A. Davis
Publication date: 7 October 1997
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1022620818679
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
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