Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity
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Publication:3631505
DOI10.1093/biomet/asn014zbMath1437.62529OpenAlexW2079647269MaRDI QIDQ3631505
Publication date: 10 June 2009
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/1d9de375e1ee87cc616042f1b3403811a56105fe
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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