Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity.

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Bibliographic Details
Title:	Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity.
Authors:	Li, Guodong, Li, Wai Keung
Source:	Biometrika; June 2008, Vol. 95 Issue 2, p399-414, 16p
Database:	Applied Science & Technology Source

Description
ISSN:	00063444
DOI:	10.1093/biomet/asn014