%0 Journal Article
%T Parameter Estimation and Asymptotic Properties for a Simplfied New Laplace AR(1) Model<br>一个简化的新Laplace AR(1)模型 参数估计及其渐近性质
%A ZHU Fukang
%A WANG Dehui
%A <br>朱复康
%A 王德辉
%J 系统科学与数学
%D 2009
%I 
%X In this paper, conditional least squares estimation and maximum quasi-likelihood estimation are studied for a simplfied new Laplace AR(1) model, and their consistency and asymptotic normality are also considered. The simulation results show that maximum quasi-likelihood estimation dominates conditional least squares estimation via simulation.
%K Asymptotic normality
%K conditional least squares
%K Laplace AR(1) model
%K maximum quasi-likelihood
%K strong consistency<br>Laplace
%K AR(1)模型
%K 条件最小二乘
%K 最大拟似然
%K 强相合性
%K 渐近正态性
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=64FF1DE7150FFD31998D2D6101EB6FE4&yid=DE12191FBD62783C&vid=771469D9D58C34FF&iid=CA4FD0336C81A37A&sid=28F8B56DB6BEE30E&eid=5E25104E99903E8A&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=0&reference_num=8