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Weighted least absolute deviations estimation for ARMA models with infinite variance
Pan, Jiazhu
;
Wang, Hui
;
Yao, Qiwei
- In:
Econometric theory
23
(
2007
)
5
,
pp. 852-879
Persistent link: https://www.econbiz.de/10003549656
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WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
Pan, Jiazhu
;
Wang, Hui
;
Yao, Qiwei
;
Adler, R.J.
; …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 852-879
Persistent link: https://www.econbiz.de/10007762703
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