Quasi-maximum exponential likelihood estimators for a double AR(p) model (Q4908791)
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scientific article; zbMATH DE number 6142328
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| English | Quasi-maximum exponential likelihood estimators for a double AR(p) model |
scientific article; zbMATH DE number 6142328 |
Statements
Quasi-maximum exponential likelihood estimators for a double AR(p) model (English)
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7 March 2013
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Asymptotic normality
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double AR(p) model
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QMELE and strong consistency.
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0.8423362374305725
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0.8345011472702026
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0.8298745155334473
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