On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models (Q5135327)
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scientific article; zbMATH DE number 7276162
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models |
scientific article; zbMATH DE number 7276162 |
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On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models (English)
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20 November 2020
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DAR model
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heavy-tailedness
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quasi-maximum likelihood estimation
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three-step estimator
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