Maximum likelihood estimation for α-stable double autoregressive models
Dong Li, Yuxin Tao, Yaxing Yang, Rongmao Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Li, Dong ; Tao, Yuxin ; Yang, Yaxing ; Zhang, Rongmao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 236.2023, 1, p. 1-19
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| Subject: | DAR model | Kolmogorov-type test | MLE | Nonstationarity | Stable distribution | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.04.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014332316