Asymptotics ofL1-Estimators in Moving Average Time Series Models
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Publication:4449147
DOI10.1081/STA-120026580zbMath1255.62287MaRDI QIDQ4449147
Publication date: 5 February 2004
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
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