Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761): Difference between revisions

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Latest revision as of 13:47, 27 July 2024

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Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\)
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    Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (English)
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    15 December 2021
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    quasi-maximum exponential likelihood estimator
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    portmanteau test
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    autocorrelations
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