\(L_1\)-estimation in linear models with heterogeneous white noise

DOI10.1016/S0167-7152(99)00072-3zbMath0951.62051MaRDI QIDQ1808685

Marc Hallin, Faouzi El Bantli

Publication date: 25 November 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityheterogeneityheteroscedasticityL1-estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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