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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...

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Detalles Bibliográficos
Autores principales: Xuan, Haiyan, Song, Lixin, Ji, Un Cig, Sun, Yan, Dai, Tianjiao
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
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