On the least absolute deviation estimator in a nonstationary autoregression and testing for stationarity
Teoriâ veroâtnostej i ee primeneniâ, Tome 41 (1996) no. 2, pp. 409-417
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@article{TVP_1996_41_2_a13,
author = {M. V. Boldin},
title = {On the least absolute deviation estimator in a~nonstationary autoregression and testing for stationarity},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {409--417},
year = {1996},
volume = {41},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1996_41_2_a13/}
}
TY - JOUR AU - M. V. Boldin TI - On the least absolute deviation estimator in a nonstationary autoregression and testing for stationarity JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1996 SP - 409 EP - 417 VL - 41 IS - 2 UR - http://geodesic.mathdoc.fr/item/TVP_1996_41_2_a13/ LA - ru ID - TVP_1996_41_2_a13 ER -
M. V. Boldin. On the least absolute deviation estimator in a nonstationary autoregression and testing for stationarity. Teoriâ veroâtnostej i ee primeneniâ, Tome 41 (1996) no. 2, pp. 409-417. http://geodesic.mathdoc.fr/item/TVP_1996_41_2_a13/