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LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS - MaRDI portal

LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS (Q5411515)

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scientific article; zbMATH DE number 6287669
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English
LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS
scientific article; zbMATH DE number 6287669

    Statements

    title
    LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS (English)
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    author
    Guodong Li
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    Wai Keung Li
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    publication date
    23 April 2014
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    cites work
    Q4727203
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    Q3911791
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    Q4884570
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F03
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    60F05
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    91B82
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    zbMATH DE Number
    6287669
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