On dual-asymmetry linear double AR models

DOI10.4310/21-SII691MaRDI QIDQ2172363zbMATH OpenOpenAlexWikidataFDO

Authors Songhua Tan, Qianqian Zhu

Publication date 15 September 2022

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/21-sii691

zbMATH Keywords

asymmetry effectsbootstrap methoddouble autoregressive modelsexponential QMLEPortmanteau teststrict stationarity

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(2)

• scientific article; zbMATH DE number 5224887 (Why is no real title available?)
• Asymptotic inference for a sign-double autoregressive (SDAR) model of order one

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