Least absolute deviations estimation and inferences for time series models with conditional heteroscedastic errors


Grant Data
Project Title
Least absolute deviations estimation and inferences for time series models with conditional heteroscedastic errors
Principal Investigator
Professor Li, Wai Keung   (Principal investigator)
Co-Investigator(s)
Professor Ling Shiqing   (Co-Investigator)
Duration
42
Start Date
2005-01-01
Completion Date
2008-06-30
Amount
318000
Conference Title
Presentation Title
Keywords
deviations estimation, inferences, heteroscedastic
Discipline
Applied Mathematics
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 7031/04P
Grant Type
General Research Fund (GRF)
Funding Year
2004/2005
Status
Completed