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

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