Estimation and Testing Stationarity for Double-Autoregressive Models (Q4665831): Difference between revisions
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Revision as of 16:49, 5 March 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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