Weighted Least Absolute Deviations Estimation for ARMA...

Weighted Least Absolute Deviations Estimation for ARMA Models with Infinite Variance

Jiazhu Pan, Hui Wang and Qiwei Yao
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Volume:
23
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/4497817
Date:
October, 2007
File:
PDF, 1.81 MB
english, 2007
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