JOURNAL ARTICLE
Least Absolute Deviation Estimation for Regression with ARMA Errors
Richard A. DavisWilliam T. M. Dunsmuir
Year: 1997 Journal: Journal of Theoretical Probability Vol: 10 (2)Pages: 481-497 Publisher: Springer Science+Business Media
Keywords:
Mathematics Least absolute deviations Asymptotic distribution Autoregressive model Applied mathematics Central limit theorem Statistics Normality Limit (mathematics) Regression Mathematical analysis Estimator
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12
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0.11
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Citation History
Topics
Probability and Risk Models
Social Sciences → Decision Sciences → Management Science and Operations Research
Fuzzy Systems and Optimization
Physical Sciences → Mathematics → Statistics and Probability
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
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