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Table 4 Simulation results of portmanteau test statistic

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

Statistic

Lag n = 7

Lag n = 14

\(\bar{Q}_{m}\)

5.376

22.896