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

Statistics & Probability Letters ◽

10.1016/j.spl.2014.07.008 ◽

2014 ◽

Vol 94 ◽

pp. 69-76 ◽

Cited By ~ 4

Author(s):

Rongning Wu

Keyword(s):

Time Series ◽

Moving Average ◽

Autoregressive Moving Average ◽

Time Series Models ◽

Least Absolute Deviation ◽

Absolute Deviation ◽

Least Absolute Deviation Estimation

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

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.2009.00648.x ◽

2010 ◽

Vol 31 (2) ◽

pp. 98-112 ◽

Cited By ~ 18

Author(s):

Rongning Wu ◽

Richard A. Davis

Keyword(s):

Time Series ◽

Moving Average ◽

Autoregressive Moving Average ◽

Time Series Models ◽

Least Absolute Deviation ◽

Absolute Deviation ◽

Least Absolute Deviation Estimation

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Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity

Biometrika ◽

10.1093/biomet/asn014 ◽

2008 ◽

Vol 95 (2) ◽

pp. 399-414 ◽

Cited By ~ 24

Author(s):

G. Li ◽

W. K. Li

Keyword(s):

Time Series ◽

Moving Average ◽

Autoregressive Moving Average ◽

Time Series Models ◽

Least Absolute Deviation ◽

Absolute Deviation ◽

Conditional Heteroscedasticity ◽

Least Absolute Deviation Estimation

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Least absolute deviation estimation of stationary time series models

European Journal of Operational Research ◽

10.1016/0377-2217(93)90068-x ◽

1993 ◽

Vol 67 (2) ◽

pp. 272-277 ◽

Cited By ~ 3

Author(s):

W.T.M. Dunsmuir ◽

B.A. Murtagh

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Time Series Models ◽

Least Absolute Deviation ◽

Absolute Deviation ◽

Least Absolute Deviation Estimation ◽

Stationary Time

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On some nonlinear time series models and the least absolute deviation estimation

10.5353/th_b3878239 ◽

2007 ◽

Author(s):

Guodong Li

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Least Absolute Deviation ◽

Absolute Deviation ◽

Least Absolute Deviation Estimation

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Least absolute deviation estimation for general ARMA time series models with infinite variance

Statistica Sinica ◽

10.5705/ss.2011.035a ◽

2011 ◽

Vol 21 (2) ◽

pp. 779 ◽

Cited By ~ 2

Author(s):

Rongning Wu

Keyword(s):

Time Series ◽

Infinite Variance ◽

Time Series Models ◽

Least Absolute Deviation ◽

Absolute Deviation ◽

Least Absolute Deviation Estimation

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The asymptotic distribution of R2 for autoregressive-moving average time series models when parameters are estimated

Biometrika ◽

10.1093/biomet/66.1.156 ◽

1979 ◽

Vol 66 (1) ◽

pp. 156-157 ◽

Cited By ~ 2

Author(s):

J. R. M. HOSKING

Keyword(s):

Time Series ◽

Asymptotic Distribution ◽

Moving Average ◽

Autoregressive Moving Average ◽

Time Series Models

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ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.1986.tb00491.x ◽

1986 ◽

Vol 7 (2) ◽

pp. 133-155 ◽

Cited By ~ 11

Author(s):

Pentti Saikkonen

Keyword(s):

Time Series ◽

Moving Average ◽

Asymptotic Properties ◽

Autoregressive Moving Average ◽

Time Series Models

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Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach

Biometrika ◽

10.1093/biomet/92.3.691 ◽

2005 ◽

Vol 92 (3) ◽

pp. 691-701 ◽

Cited By ~ 23

Author(s):

Guodong Li ◽

Wai Keung Li

Keyword(s):

Time Series ◽

Time Series Models ◽

Least Absolute Deviation ◽

Absolute Deviation ◽

Conditional Heteroscedasticity ◽

Diagnostic Checking

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On the Comparative Performance of Pure Vector Autoregressive-Moving Average and Vector Bilinear Autoregressive-Moving Average Time Series Models

Asian Journal of Mathematics & Statistics ◽

10.3923/ajms.2010.179.186 ◽

2010 ◽

Vol 3 (3) ◽

pp. 179-186

Author(s):

I.A. Iwok ◽

E.H. Etuk

Keyword(s):

Time Series ◽

Moving Average ◽

Autoregressive Moving Average ◽

Time Series Models ◽

Comparative Performance ◽

Vector Autoregressive ◽

Vector Autoregressive Moving Average

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The Interpretation ofR2in Autoregressive-Moving Average Time Series Models

The American Statistician ◽

10.1080/00031305.1976.10479171 ◽

1976 ◽

Vol 30 (4) ◽

pp. 175-180 ◽

Cited By ~ 2

Author(s):

Charles R. Nelson

Keyword(s):

Time Series ◽

Moving Average ◽

Autoregressive Moving Average ◽

Time Series Models

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