On dual-asymmetry linear double AR models (Q2172363)
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scientific article; zbMATH DE number 7585559
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| English | On dual-asymmetry linear double AR models |
scientific article; zbMATH DE number 7585559 |
Statements
On dual-asymmetry linear double AR models (English)
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15 September 2022
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asymmetry effects
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bootstrap method
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double autoregressive models
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exponential QMLE
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Portmanteau test
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strict stationarity
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