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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:	Research
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

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