On dual-asymmetry linear double AR models

DOI10.4310/21-SII691OpenAlexW4288049949WikidataQ114020888 ScholiaQ114020888MaRDI QIDQ2172363

Songhua Tan, Qian-Qian 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

bootstrap methodstrict stationarityasymmetry effectsPortmanteau testdouble autoregressive modelsexponential QMLE

Mathematics Subject Classification ID

Statistics (62-XX)

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