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

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

Abstract The paper studies the estimation and the portmanteau test for double AR(p) $\operatorname{AR}(p)$ model with Laplace(a,b) $\operatorname{Laplace}(a,b)$ distribution. The double AR(p) $\operatorname{AR}(p)$ model is investigated to propose firstly the quasi-maximum exponential likelihood est...

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Bibliographic Details
Main Authors: Haiyan Xuan, Lixin Song, Un Cig Ji, Yan Sun, Tianjiao Dai
Format: Article
Language:English
Published: SpringerOpen 2018-09-01
Series:Journal of Inequalities and Applications
Subjects:
Double AR ( p ) $\operatorname{AR}(p)$ model
Quasi-maximum exponential likelihood estimator
Portmanteau test
Autocorrelations
Online Access:http://link.springer.com/article/10.1186/s13660-018-1769-9

Internet

http://link.springer.com/article/10.1186/s13660-018-1769-9

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