Estimation and Testing Stationarity for Double-Autoregressive Models (Q4665831): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1111/j.1467-9868.2004.00432.x / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/J.1467-9868.2004.00432.X / rank | |||
Normal rank | |||
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)
0 references
11 April 2005
0 references
asymptotic normality
0 references
Brownian motion
0 references
consistency
0 references
double-autoregressive model
0 references
Lagrange multiplier test
0 references
maximum likelihood estimator
0 references
stationary
0 references
0 references
