Quasi-maximum exponential likelihood estimator and portmanteau test of double AR(p) $\operatorname{AR}(p)$ model based on Laplace(a,b) $\operatorname{Laplace}(a,b)$

by Haiyan Xuan, Lixin Song, Un Cig Ji, Yan Sun, Tianjiao Dai
Published 2018-09-01