Least absolute deviation estimates in autoregression with infinite variance (Q4188621)
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scientific article; zbMATH DE number 3626471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least absolute deviation estimates in autoregression with infinite variance |
scientific article; zbMATH DE number 3626471 |
Statements
Least absolute deviation estimates in autoregression with infinite variance (English)
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1979
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Estimates
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Strongly Consistent
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Sampling Properties
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Monte Carlo Study
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Least Absolute Deviation
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Autoregression
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Infinite Variance
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Least Squares Estimators
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