Weighted least absolute deviations estimation for periodic ARMA models
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| 003 | CHVBK | ||
| 005 | 20210128100245.0 | ||
| 007 | cr unu---uuuuu | ||
| 008 | 210128e20150801xx s 000 0 eng | ||
| 024 | 7 | 0 | |a 10.1007/s10114-015-4372-8 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10114-015-4372-8 | ||
| 245 | 0 | 0 | |a Weighted least absolute deviations estimation for periodic ARMA models |h [Elektronische Daten] |c [Baoguo Pan, Min Chen, Yan Wang] |
| 520 | 3 | |a This paper investigates the weighted least absolute deviations estimator (WLADE) for causal and invertible periodic autoregressive moving average (PARMA) models. Asymptotic normality of the estimator is derived under a fractional moment condition. A simulation study is given to assess the performance of the proposed WLADE. | |
| 540 | |a Institute of Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Chinese Mathematical Society and Springer-Verlag Berlin Heidelberg, 2015 | ||
| 690 | 7 | |a Periodic ARMA |2 nationallicence | |
| 690 | 7 | |a WLADE |2 nationallicence | |
| 690 | 7 | |a asymptotic normality |2 nationallicence | |
| 690 | 7 | |a strict periodic stationarity |2 nationallicence | |
| 690 | 7 | |a periodic ergodicity |2 nationallicence | |
| 700 | 1 | |a Pan |D Baoguo |u School of Mathematics and Statistics, Hubei Engineering University, 432000, Xiaogan, P. R. China |4 aut | |
| 700 | 1 | |a Chen |D Min |u Academy of Mathematics and Systems Science, University of Chinese Academy of Sciences, 100190, Beijing, P. R. China |4 aut | |
| 700 | 1 | |a Wang |D Yan |u Academy of Mathematics and Systems Science, University of Chinese Academy of Sciences, 100190, Beijing, P. R. China |4 aut | |
| 773 | 0 | |t Acta Mathematica Sinica, English Series |d Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society |g 31/8(2015-08-01), 1273-1288 |x 1439-8516 |q 31:8<1273 |1 2015 |2 31 |o 10114 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10114-015-4372-8 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10114-015-4372-8 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Pan |D Baoguo |u School of Mathematics and Statistics, Hubei Engineering University, 432000, Xiaogan, P. R. China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Chen |D Min |u Academy of Mathematics and Systems Science, University of Chinese Academy of Sciences, 100190, Beijing, P. R. China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Wang |D Yan |u Academy of Mathematics and Systems Science, University of Chinese Academy of Sciences, 100190, Beijing, P. R. China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Acta Mathematica Sinica, English Series |d Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society |g 31/8(2015-08-01), 1273-1288 |x 1439-8516 |q 31:8<1273 |1 2015 |2 31 |o 10114 | ||