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Asymptotic theory for LAD estimation of moderate deviations from a unit root

Type: Journal Paper

Author : Zhou, Zhiyong - Lin, Zhengyan

Publisher: Elsevier Science

Year: 2014

Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models

Type: Journal Paper

Author : Wu, Rongning

Publisher: Elsevier Science

Year: 2014

Author

Wu, Rongning (1)

Zhou, Zhiyong - Lin, Zhengyan (1)

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Elsevier Science (2)

Year

2014 (2)

Keywords

LAD estimation (2)

ARFIMA model (1)

Autoregressive model (1)

Moderate deviations (1)

Noncausality (1)

Noninvertibility (1)

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Journal Paper (2)

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English (2)

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Metadata Only (2)

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Statistics & Probability Letters (2)

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