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

TitleLeast absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity
Authors
Li, GLi, WK
Issue Date2005
PublisherThe University of Hong Kong, Department of Statistics and Actuarial Science
Citation
Li, G & Li, WK (2005). Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity (pp. 1-47). Hong Kong: Department of Statistics and Actuarial Science, The University of Hong Kong. How to Cite?
DescriptionResearch Report (Department of Statistics and Actuarial Science, The University of Hong Kong), serial no. 415
Persistent Identifierhttp://hdl.handle.net/10722/255584

 

DC FieldValueLanguage
dc.contributor.authorLi, G-
dc.contributor.authorLi, WK-
dc.date.accessioned2018-07-06T10:17:19Z-
dc.date.available2018-07-06T10:17:19Z-
dc.date.issued2005-
dc.identifier.citationLi, G & Li, WK (2005). Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity (pp. 1-47). Hong Kong: Department of Statistics and Actuarial Science, The University of Hong Kong.-
dc.identifier.urihttp://hdl.handle.net/10722/255584-
dc.descriptionResearch Report (Department of Statistics and Actuarial Science, The University of Hong Kong), serial no. 415-
dc.languageeng-
dc.publisherThe University of Hong Kong, Department of Statistics and Actuarial Science-
dc.titleLeast absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity-
dc.typeOthers-
dc.identifier.emailLi, WK: hrntlwk@hkucc.hku.hk-
dc.identifier.authorityLi, WK=rp00741-
dc.identifier.hkuros111582-
dc.identifier.volume415-
dc.identifier.spage1-
dc.identifier.epage47-
dc.publisher.placeHong Kong-

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