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

Mapping Intimacies ◽

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 fractionally integrated autoregressive moving average time series models

Statistics & Probability Letters ◽

10.1016/j.spl.2014.07.008 ◽

2014 ◽

Vol 94 ◽

pp. 69-76 ◽

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 of stationary time series models

European Journal of Operational Research ◽

10.1016/0377-2217(93)90068-x ◽

1993 ◽

Vol 67 (2) ◽

pp. 272-277 ◽

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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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 ◽

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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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 ◽

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

10.1093/biomet/asn014 ◽

2008 ◽

Vol 95 (2) ◽

pp. 399-414 ◽

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

10.1093/biomet/92.3.691 ◽

2005 ◽

Vol 92 (3) ◽

pp. 691-701 ◽

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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Specification search in nonlinear time-series models using the genetic algorithm

Journal of Economic Dynamics and Control ◽

10.1016/s0165-1889(00)00083-x ◽

2002 ◽

Vol 26 (5) ◽

pp. 811-835 ◽

Author(s):

Michael Beenstock ◽

George Szpiro

Keyword(s):

Genetic Algorithm ◽

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Specification Search

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DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS

Econometric Theory ◽

10.1017/s0266466603196089 ◽

2003 ◽

Vol 19 (06) ◽

Author(s):

Yongmiao Hong ◽

Tae-Hwy Lee

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Diagnostic Checking

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Order selection in nonlinear time series models with application to the study of cell memory

The Annals of Applied Statistics ◽

10.1214/12-aoas546 ◽

2012 ◽

Vol 6 (3) ◽

pp. 1256-1279

Author(s):

Ying Hung

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Order Selection ◽

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General expression for linear and nonlinear time series models

Frontiers of Mechanical Engineering in China ◽

10.1007/s11465-009-0015-z ◽

2009 ◽

Vol 4 (1) ◽

pp. 15-24 ◽

Author(s):

Ren Huang ◽

Feiyun Xu ◽

Ruwen Chen

Keyword(s):

Time Series ◽

General Expression ◽

Nonlinear Time Series ◽

Time Series Models ◽

Linear And Nonlinear

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