Asymmetric linear double autoregression (Q5095288)
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scientific article; zbMATH DE number 7569198
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| English | Asymmetric linear double autoregression |
scientific article; zbMATH DE number 7569198 |
Statements
Asymmetric linear double autoregression (English)
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8 August 2022
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asymmetry tests
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autoregressive time series model
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model selection
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portmanteau test
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quasi-maximum likelihood estimation
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stationary solution
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