Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\)
scientific article

    Statements

    Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    15 December 2021
    0 references
    0 references
    0 references
    0 references
    0 references
    quasi-maximum exponential likelihood estimator
    0 references
    portmanteau test
    0 references
    autocorrelations
    0 references
    0 references
    0 references