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