Least absolute deviation estimation for all-pass time series models

Mathematics

• Least Absolute Deviation 100%
• Time Series Models 83%
• Roots 28%
• Exchange rate 26%
• Stock Market 24%
• Autoregressive Moving Average Model 24%
• Model 24%
• Autoregression 22%
• Estimator 22%
• Moving Average 21%
• Polynomial 19%
• White noise 18%
• Asymptotic Normality 17%
• Deviation 16%
• Time series 16%
• Likelihood 16%
• Methodology 13%
• Simulation 11%
• Series 11%
• Approximation 9%

Business & Economics

• Time Series Models 78%
• Polynomials 36%
• Estimator 29%
• Stock Market 25%
• Autoregressive Moving Average Model 25%
• Exchange Rate Returns 25%
• Asymptotic Normality 24%
• Autoregression 24%
• Moving Average 20%
• Finite Sample 19%
• Approximation 15%
• Simulation 12%
• Methodology 9%