Least absolute deviation estimation for general ARMA time series models with infinite variance (Q2999750)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least absolute deviation estimation for general ARMA time series models with infinite variance |
scientific article |
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Least absolute deviation estimation for general ARMA time series models with infinite variance (English)
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16 May 2011
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ARMA model
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LAD estimation
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non-causality
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non-invertibility
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stable distribution
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