Empirical likelihood for LAD estimators in infinite variance ARMA models (Q625001)

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scientific article; zbMATH DE number 5850245
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Empirical likelihood for LAD estimators in infinite variance ARMA models
scientific article; zbMATH DE number 5850245

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    Empirical likelihood for LAD estimators in infinite variance ARMA models (English)
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    11 February 2011
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    ARMA model
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    infinite variance
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    empirical likelihood
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    LAD estimation
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