Asymmetric linear double autoregression
DOI10.1111/JTSA.12618OpenAlexW3195679582MaRDI QIDQ5095288FDOQ5095288
Authors: Songhua Tan, Qianqian Zhu 
Publication date: 8 August 2022
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.09649
model selectionquasi-maximum likelihood estimationstationary solutionportmanteau testautoregressive time series modelasymmetry tests
Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62Mxx)
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