Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models (Q466996)
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scientific article; zbMATH DE number 6363266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models |
scientific article; zbMATH DE number 6363266 |
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Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models (English)
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3 November 2014
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ARFIMA model
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LAD estimation
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noncausality
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noninvertibility
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