Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model (Q2318633)

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Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
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    Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model (English)
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    15 August 2019
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    conditional least squares
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    maximum quasi-likelihood
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    \(\mathrm{DDRCINAR}(p)\) model
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    weighted conditional least squares
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    asymptotic distribution
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    time series model
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