Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach

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Publication:3597968

DOI10.1093/biomet/92.3.691zbMath1152.62370OpenAlexW2026065939MaRDI QIDQ3597968

Guodong Li, Wai Keung Li

Publication date: 29 January 2009

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/92.3.691




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