Quasi-maximum exponential likelihood estimator and portmanteau test of double <ns0:math><mo>AR</mo> <mo>(</mo> <mi>p</mi> <mo>)</mo></math> model based on <ns0:math><mo>Laplace</mo> <mo>(</mo> <mi>a</mi> <mo>,</mo> <mi>b</mi> <mo>)</mo></math>.

Xuan, Haiyan; Song, Lixin; Ji, Un Cig; Sun, Yan; Dai, Tianjiao

Quasi-maximum exponential likelihood estimator and portmanteau test of double AR ( p ) model based on Laplace ( a , b ).

Xuan, Haiyan; Song, Lixin; Ji, Un Cig; Sun, Yan; Dai, Tianjiao.

Afiliación

Xuan H; 1School of Mathematical Sciences, Dalian University of Technology, Dalian, P.R. China.
Song L; 2School of Economics and Management, Lanzhou University of Technology, Lanzhou, P.R. China.
Ji UC; 1School of Mathematical Sciences, Dalian University of Technology, Dalian, P.R. China.
Sun Y; 3College of Science, Department of Mathermatics, Research Institute of Mathematical Finance, Chungbuk National University, Cheongju, Republic of Korea.
Dai T; 4College of Science, Lanzhou University of Technology, Lanzhou, P.R. China.

J Inequal Appl ; 2018(1): 233, 2018.

Article en En | MEDLINE | ID: mdl-30839661

Palabras clave

Autocorrelations; Double <ns0:math> <mo>AR</mo> <mo>(</mo> <mi>p</mi> <mo>)</mo> </math> model; Portmanteau test; Quasi-maximum exponential likelihood estimator

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Texto completo: 1 Colección: 01-internacional Base de datos: MEDLINE Idioma: En Revista: J Inequal Appl Año: 2018 Tipo del documento: Article Pais de publicación: Reino Unido

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