Quasi-maximum exponential likelihood estimators for a double AR(p) model

DOI10.5705/SS.2011.086MaRDI QIDQ4908791zbMATH OpenOpenAlexFDO

Authors Ke Zhu, Shiqing Ling

Publication date 7 March 2013

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/38844898c35beefffb22eca12462550136ebd1c1

zbMATH Keywords

Asymptotic normalitydouble AR(p) modelQMELE and strong consistency.

Mathematics Subject Classification ID

Statistics (62-XX)

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