WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
| Year of publication: |
2007
|
|---|---|
| Authors: | Pan, Jiazhu ; Wang, Hui ; Yao, Qiwei ; Adler, R.J. ; Feldaman, R. ; Taqqu, M. ; An, H.Z. ; Chen, Z.G. ; Billingsley, P. ; Brockwell, P.J. ; Davis, R.A. ; Calder, M. ; Davis, R.A. ; Davis, R.A. ; Davis, R.A. ; Dunsmuir, W.T.M. ; Davis, R.A. ; Knight, K. ; Liu, J. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 5, p. 852-879
|