Least Absolute Deviation Estimation for Regression with ARMA Errors

Journal of Theoretical Probability

Volumn 10, Issue 2, 1997, Pages 481-497

  Davis, Richard A ^a   Dunsmuir, William T M ^b  

^a Department of Environmental and Radiological Health Sciences   (United States)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

ARMA process; Central limit theorem; Least absolute deviation estimation; Regression

Indexed keywords

EID: 0041731533     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022620818679     Document Type: Article

References (10)

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