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Quasi-maximum exponential likelihood estimator and portmanteau test of double [Formula: see text] model based on [Formula: see text]
The paper studies the estimation and the portmanteau test for double [Formula: see text] model with [Formula: see text] distribution. The double [Formula: see text] model is investigated to propose firstly the quasi-maximum exponential likelihood estimator, design a portmanteau test of double [Formu...
Autores principales: | , , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer International Publishing
2018
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6132383/ https://www.ncbi.nlm.nih.gov/pubmed/30839661 http://dx.doi.org/10.1186/s13660-018-1769-9 |