Weighted least absolute deviations estimation for periodic ARMA models
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Publication:2516021
DOI10.1007/s10114-015-4372-8zbMath1327.62474MaRDI QIDQ2516021
Baoguo Pan, Yan Wang, Min Chen
Publication date: 10 August 2015
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-015-4372-8
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Cites Work
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