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Calculation of the Asymptotic Covariance Matrix of the Generalized Exponential Autoregressive Model for the Least Absolute Deviations Method
| Authors: Goryainov V.B., Masyagin M.M. | Published: 22.03.2025 |
| Published in issue: #1(118)/2025 | |
| DOI: | |
| Category: Mathematics and Mechanics | Chapter: Mathematical Simulation, Numerical Methods and Software Packages | |
| Keywords: generalized exponential autoregressive model, least absolute deviations method, asymptotic covariance matrix, Taylor series expansion | |