Weighted least absolute deviations estimation for ARFIMA...

Journal of the Korean Statistical Society 2015 / 03 Vol. 44; Iss. 1

Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance

Pan, Baoguo, Chen, Min, Wang, Yan, Xia, Wei
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Volume:
44
Language:
english
Journal:
Journal of the Korean Statistical Society
DOI:
10.1016/j.jkss.2014.04.001
Date:
March, 2015
File:
PDF, 370 KB
english, 2015
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