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Quality Technology & Quantitative Management Volume 16, 2019 - Issue 2
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Articles

A closed-form moment estimator for the vector multiplicative error model and its application

Wanbo LuSchool of Statistics, Southwestern University of Finance and Economics, Chengdu, ChinaCorrespondence[email protected]
,
Yanfeng WangSchool of Statistics, Southwestern University of Finance and Economics, Chengdu, China
,
Jungong LiSchool of Statistics, Southwestern University of Finance and Economics, Chengdu, China;School of Finance and Economics, Tibet University, Lhasa, China
&
Rui KeSchool of Statistics, Southwestern University of Finance and Economics, Chengdu, China
Pages 200-210 | Accepted 04 Oct 2017, Published online: 19 Oct 2017

References

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