LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises (Q5367401)
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scientific article; zbMATH DE number 6790880
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises |
scientific article; zbMATH DE number 6790880 |
Statements
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises (English)
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13 October 2017
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statistical inference
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auto-regressive moving average (ARMA)
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least absolute deviation estimator (LADE)
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ARMA\((p,q)\) models
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asymptotic normality
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G/ARCH noises
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heavy-tailed noises
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LADE
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random weighting approach
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self-weighted LADE
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sign-based portmanteau test
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strong consistency
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