Estimation and Testing Stationarity for Double-Autoregressive Models (Q4665831): Difference between revisions

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Latest revision as of 16:00, 30 December 2024

scientific article; zbMATH DE number 2155279
Language Label Description Also known as
English
Estimation and Testing Stationarity for Double-Autoregressive Models
scientific article; zbMATH DE number 2155279

    Statements

    Estimation and Testing Stationarity for Double-Autoregressive Models (English)
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    11 April 2005
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    asymptotic normality
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    Brownian motion
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    consistency
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    double-autoregressive model
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    Lagrange multiplier test
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    maximum likelihood estimator
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    stationary
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