Weighted least absolute deviations estimation for periodic ARMA models

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

zbMATH Keywords

asymptotic normality; periodic ergodicity; strict periodic stationarity; periodic ARMA; WLADE

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

Estimation for periodic ARMA models with unspecified noises

Cites Work

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