Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models
type: Item
instance of: scholarly article
title: Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models
zbMATH Open document ID: 1316.62135
author: Rongning Wu
published in: Statistics \& Probability Letters
publication date: 2014-11-03T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6363266
zbMATH Keywords: ARFIMA model
zbMATH Keywords: LAD estimation
zbMATH Keywords: noncausality
zbMATH Keywords: noninvertibility
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: j.spl.2014.07.008
OpenAlex ID: W1973315729
cites work: Long-Memory Processes
cites work: Q5560061
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cites work: Time series: theory and methods.
cites work: Least absolute deviation estimation for regression with ARMA errors
cites work: M-estimation for autoregression with infinite variance
cites work: Q3399435
cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
cites work: Fractional differencing
cites work: Least absolute deviation estimation for general ARMA time series models with infinite variance
cites work: Least absolute deviation estimation for general autoregressive moving average time-series models
DOI: 10.1016/J.SPL.2014.07.008
description: scientific article; zbMATH DE number 6363266