On dual-asymmetry linear double AR models (Q2172363)

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On dual-asymmetry linear double AR models
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    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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