scientific article; zbMATH DE number 6874490

DOI10.13548/j.sxzz.2017.03.003zbMath1399.62019MaRDI QIDQ4640611

Haiyan Xuan, Guangye Xu, Yuchun Zhang, Yongxia Shi

Publication date: 25 May 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

portmanteau testARFIMA-GARCH modelquasi-maximum exponential likelihood estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\)

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