Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors

Biometrika

Volumn 92, Issue 2, 2005, Pages 477-484

  Chan, Ngai Hang ^a   Peng, Liang ^b  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Median; Symmetry; Weighted least absolute deviations estimator

Indexed keywords

EID: 21644440780     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/92.2.477     Document Type: Article

References (13)

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