Weighted least absolute deviations estimation for periodic ARMA models

DOI10.1007/s10114-015-4372-8zbMath1327.62474OpenAlexW984982046MaRDI QIDQ2516021

Baoguo Pan, Yan Wang, Min Chen

Publication date: 10 August 2015

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-015-4372-8

zbMATH Keywords

asymptotic normalityperiodic ergodicitystrict periodic stationarityperiodic ARMAWLADE

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Estimation for periodic ARMA models with unspecified noises

Cites Work

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