CALCULATION METHOD FOR NONLINEAR DYNAMIC LEAST-ABSOLUTE DEVIATIONS ESTIMATOR

DOI10.14490/JJSS1995.31.39zbMath1031.62073OpenAlexW1966653342MaRDI QIDQ2762246

Kohtaro Hitomi, Masato Kagihara

Publication date: 2 March 2004

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss1995.31.39

zbMATH Keywords

nonlinear dynamic modelsleast absolute deviations estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (4)

Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? ⋮ Penalized least absolute deviations estimation for nonlinear model with change-points ⋮ Estimating nonlinear regression with and without change-points by the LAD method ⋮ An extension of the Gauss-Newton algorithm for estimation under asymmetric loss

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