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- W2890799503 abstract "The paper studies the estimation and the portmanteau test for double AR(p) model with Laplace(a,b) distribution. The double AR(p) model is investigated to propose firstly the quasi-maximum exponential likelihood estimator, design a portmanteau test of double AR(p) on the basis of autocorrelation function, and then establish some asymptotic results. Finally, an empirical study shows that the estimation and the portmanteau test obtained in this paper are very feasible and more effective." @default.
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- W2890799503 date "2018-09-11" @default.
- W2890799503 modified "2023-10-16" @default.
- W2890799503 title "Quasi-maximum exponential likelihood estimator and portmanteau test of double AR ( p ) $operatorname{AR}(p)$ model based on Laplace ( a , b ) $operatorname{Laplace}(a,b)$" @default.
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- W2890799503 doi "https://doi.org/10.1186/s13660-018-1769-9" @default.
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