Least absolute deviation estimation for AR(1) processes with roots close to unity (Q6175878)
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scientific article; zbMATH DE number 7730408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least absolute deviation estimation for AR(1) processes with roots close to unity |
scientific article; zbMATH DE number 7730408 |
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Least absolute deviation estimation for AR(1) processes with roots close to unity (English)
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21 August 2023
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asymptotic distribution
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autoregressive processes
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least absolute deviation estimation
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local to unity
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unit root test
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