THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS
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Publication:3168423
DOI10.1017/S0266466612000059zbMath1251.91048MaRDI QIDQ3168423
Publication date: 31 October 2012
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466612000059
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B82: Statistical methods; economic indices and measures
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