Asymptotic inference for a sign-double autoregressive (SDAR) model of order one
Emma M. Iglesias
| Year of publication: |
2025
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|---|---|
| Authors: | Iglesias, Emma M. |
| Subject: | Asymptotic normality | asymptotic theory | consistency | quasi maximum likelihood estimation | sign-double autoregressive model | stationarity | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2024.2416664 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015196603