CALCULATION METHOD FOR NONLINEAR DYNAMIC LEAST-ABSOLUTE DEVIATIONS ESTIMATOR
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Publication:2762246
DOI10.14490/jjss1995.31.39zbMath1031.62073MaRDI QIDQ2762246
Kohtaro Hitomi, Masato Kagihara
Publication date: 2 March 2004
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.14490/jjss1995.31.39
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F10: Point estimation
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