THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS
| Year of publication: |
2012
|
|---|---|
| Authors: | Zhu, Ke ; Ling, Shiqing |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 28.2012, 5 (27.4.), p. 1065-1087
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