Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457)
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scientific article; zbMATH DE number 2201023
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models |
scientific article; zbMATH DE number 2201023 |
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Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (English)
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1 September 2005
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heavy-tailed time series
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least absolute deviation estimation
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self-weighted least absolute deviation
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LAD
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