WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
| Year of publication: |
2007
|
|---|---|
| Authors: | Pan, Jiazhu ; Wang, Hui ; Yao, Qiwei |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 23.2007, 05, p. 852-879
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |