In order to explore effective ways for energy conservation and emission reduction, seven
correlated variables are selected in this paper according to the government statistics with the …

The paper investigates the maximum likelihood estimation (MLE) for a first-order double
autoregressive model with standardized non-Gaussian symmetric α-stable innovation …

This article discusses diagnostic checking for vector autoregressive models with
uncorrelated but not independent innovations. In this situation, the multivariate portmanteau …

We propose an extension of the double autoregressive (DAR) model: the sign-double
autoregressive (SDAR) model, in the spirit of the GJR-GARCH model (also named the sign …

Sebagai salah satu komoditi ekspor yang tidak dapat dilihat secara nyata, peran pariwisata
semakin meningkat dalam perekonomian Indonesia. Dalam mengembangkan pariwisata …

We consider model-free monitoring procedures for strict stationarity of a given time series.
The new criteria are formulated as L2-type statistics incorporating the multivariate empirical …

We study the bootstrap inference on the goodness-of-fit test for generalized autoregressive
conditional heteroskedastic (GARCH) models. Note that the commonly-used portmanteau …

This paper proposes a model-free test for the strict stationarity of a potentially vector-valued
time series using the discrete Fourier transform (DFT) approach. We show that the DFT of a …

Pariwisata telah menjadi kawasan prioritas bagi pembangunan ekonomi Indonesia.
Pariwisata diharapkan menjadi salah satu pendorong utama pertumbuhan ekonomi …

This note considers a three‐step non‐Gaussian quasi‐maximum likelihood estimation (TS‐
NGQMLE) of the double autoregressive model with its asymptotics, which improves …