Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors

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Publication:5479505

DOI10.1093/biomet/92.2.477zbMath1094.62111OpenAlexW2113436174MaRDI QIDQ5479505

Ngai Hang Chan, Liang Peng

Publication date: 10 July 2006

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/92.2.477




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