Weighted Least Absolute Deviations Estimation for Periodic ARMA Models

Baoguo PAN, Min CHEN, Yan WANG

Acta Mathematica Sinica ›› 2015, Vol. 31 ›› Issue (8) : 1273-1288.

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Acta Mathematica Sinica ›› 2015, Vol. 31 ›› Issue (8) : 1273-1288. DOI: 10.1007/s10114-015-4372-8
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Weighted Least Absolute Deviations Estimation for Periodic ARMA Models

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