Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761)
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scientific article; zbMATH DE number 7445949
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| English | Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) |
scientific article; zbMATH DE number 7445949 |
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Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (English)
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15 December 2021
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quasi-maximum exponential likelihood estimator
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portmanteau test
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autocorrelations
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0.7896813750267029
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0.7827231287956238
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0.7742164134979248
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0.7612239718437195
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