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Weighted least absolute deviations estimation for periodic ARMA models - MaRDI portal

Weighted least absolute deviations estimation for periodic ARMA models (Q2516021)

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Weighted least absolute deviations estimation for periodic ARMA models
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    Weighted least absolute deviations estimation for periodic ARMA models (English)
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    10 August 2015
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    periodic ARMA
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    WLADE
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    asymptotic normality
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    strict periodic stationarity
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    periodic ergodicity
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