Self-weighted least absolute deviation estimation for infinite variance autoregressive models-Reference-Cited by-同舟云学术

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Self-weighted least absolute deviation estimation for infinite variance autoregressive models

Published:2005-06 Issue:3 Volume:67 Page:381-393
ISSN:1369-7412
Container-title:Journal of the Royal Statistical Society: Series B (Statistical Methodology)
language:en
Short-container-title:J Royal Statistical Soc B

Author:

Ling Shiqing

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9868.2005.00507.x/fullpdf

Reference30 articles.

1. On convergence of LAD estimates in autoregression with infinite variance

2. M-estimation for autoregressions with infinite variance

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