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Quasi-maximum exponential likelihood estimator and portmanteau test of double AR(p) model based on Laplace(a, b) 期刊论文
JOURNAL OF INEQUALITIES AND APPLICATIONS, 2018
作者:  Xuan, Haiyan;  Song, Lixin;  Ji, Un Cig;  Sun, Yan;  Dai, Tianjiao
收藏  |  浏览/下载:17/0  |  提交时间:2022/03/01
Quasi-maximum exponential likelihood estimator and portmanteau test of double AR(p) model based on Laplace(a, b) 期刊论文
JOURNAL OF INEQUALITIES AND APPLICATIONS, 2018
作者:  Xuan, Haiyan;  Song, Lixin;  Ji, Un Cig;  Sun, Yan;  Dai, Tianjiao
收藏  |  浏览/下载:17/0  |  提交时间:2019/11/15
Quasi-maximum exponential likelihood estimator and portmanteau test of double AR(p) model based on Laplace(a, b) 期刊论文
JOURNAL OF INEQUALITIES AND APPLICATIONS, 2018, 卷号: 2018, 页码: 233
作者:  Xuan, Haiyan;  Song, Lixin;  Ji, Un Cig;  Sun, Yan;  Dai, Tianjiao
收藏  |  浏览/下载:10/0  |  提交时间:2019/12/02
Quasi-maximum likelihood estimator of Laplace (1,1) for GARCH models 期刊论文
OPEN MATHEMATICS, 2017, 卷号: 15, 页码: 1539-1548
作者:  Xuan, Haiyan;  Song, Lixin;  Amin, Muhammad;  Shi, Yongxia
收藏  |  浏览/下载:32/0  |  提交时间:2022/03/01
Quasi-maximum likelihood estimator of Laplace (1,1) for GARCH models 期刊论文
OPEN MATHEMATICS, 2017, 卷号: 15, 页码: 1539-1548
作者:  Xuan, Haiyan;  Song, Lixin;  Amin, Muhammad;  Shi, Yongxia
收藏  |  浏览/下载:9/0  |  提交时间:2019/11/15
Quasi-maximum likelihood estimator of Laplace (1,1) for GARCH models 期刊论文
OPEN MATHEMATICS, 2017, 卷号: 15, 页码: 1539-1548
作者:  Xuan, Haiyan;  Song, Lixin;  Amin, Muhammad;  Shi, Yongxia
收藏  |  浏览/下载:10/0  |  提交时间:2019/12/03
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data 期刊论文
JOURNAL OF ECONOMETRICS, 2016, 卷号: 194, 期号: 2, 页码: 220-230
作者:  Kim, Donggyu;  Wang, Yazhen
收藏  |  浏览/下载:4/0  |  提交时间:2019/08/22
Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2016, 卷号: 45, 期号: 4, 页码: 1000-1013
作者:  Pan, Baoguo;  Chen, Min
收藏  |  浏览/下载:25/0  |  提交时间:2018/07/30
Estimation and tests for power-transformed and threshold GARCH models 其他
2008-01-01
Pan, Jiazhu; Wang, Hui; Tong, Howell
收藏  |  浏览/下载:3/0  |  提交时间:2015/11/10
Asymptotic Normality of Maximum Quasi-Likelihood Estimators in Generalized Linear Models with Fixed Design* 期刊论文
Journal of Systems Science and Complexity, 2008, 卷号: Vol.21 No.3, 页码: 463-473
作者:  Chunhua Zhu;  Yaohua Wu;  Qibing Gao;  Zhanfeng Wang
收藏  |  浏览/下载:4/0  |  提交时间:2019/04/24


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