Least absolute deviation estimation for AR(1) processes with roots close to unity
Crossref DOI link: https://doi.org/10.1007/s10463-022-00864-0
Published Online: 2023-01-23
Published Print: 2023-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ma, Nannan
Sang, Hailin
Yang, Guangyu
Text and Data Mining valid from 2023-01-23
Version of Record valid from 2023-01-23
Article History
Received: 7 July 2022
Revised: 27 November 2022
Accepted: 16 December 2022
First Online: 23 January 2023