![](/img/cover-not-exists.png)
WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
Pan, Jiazhu, Wang, Hui, Yao, QiweiVolume:
23
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466607070363
Date:
October, 2007
File:
PDF, 450 KB
english, 2007