{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,18]],"date-time":"2026-09-18T00:04:20Z","timestamp":1789689860407,"version":"4.0.1"},"reference-count":49,"publisher":"Informa UK Limited","license":[{"start":{"date-parts":[[2026,9,17]],"date-time":"2026-09-17T00:00:00Z","timestamp":1789603200000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by-nc-nd\/4.0\/"},{"start":{"date-parts":[[2026,9,17]],"date-time":"2026-09-17T00:00:00Z","timestamp":1789603200000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/doi.org\/10.1080\/policies-text-data-mining"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["12271363"],"award-info":[{"award-number":["12271363"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["www.tandfonline.com"],"crossmark-restriction":true},"short-container-title":["Journal of Business & Economic Statistics"],"DOI":"10.1080\/07350015.2026.2705382","type":"journal-article","created":{"date-parts":[[2026,8,3]],"date-time":"2026-08-03T13:44:32Z","timestamp":1785764672000},"page":"1-38","update-policy":"https:\/\/doi.org\/10.1080\/tandf_crossmark_01","source":"Crossref","is-referenced-by-count":0,"title":["Robust Estimation of Double Autoregressive Models via Normal Mixture QMLE"],"prefix":"10.1080","author":[{"ORCID":"https:\/\/orcid.org\/0009-0009-9284-9960","authenticated-orcid":false,"given":"Zhao","family":"Chen","sequence":"first","affiliation":[{"name":"School of Data Science, Fudan University","place":["Shanghai, China"]}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Chen","family":"Shi","sequence":"additional","affiliation":[{"name":"School of Data Science, Fudan University","place":["Shanghai, China"]}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-4204-6843","authenticated-orcid":false,"given":"Christina Dan","family":"Wang","sequence":"additional","affiliation":[{"name":"Business Division, NYU Shanghai","place":["Shanghai, China"]}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"301","published-online":{"date-parts":[[2026,9,17]]},"reference":[{"key":"e_1_3_4_2_1","unstructured":"Akaike H. (1973) \u201cInformation Theory and an Extension of the Maximum Likelihood Principle \u201d in 2nd International Symposium on Information Theory."},{"key":"e_1_3_4_3_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(03)00088-5"},{"key":"e_1_3_4_4_1","doi-asserted-by":"publisher","DOI":"10.1007\/s11222-011-9236-1"},{"key":"e_1_3_4_5_1","doi-asserted-by":"publisher","DOI":"10.1214\/12-AOS1077"},{"key":"e_1_3_4_6_1","doi-asserted-by":"publisher","DOI":"10.1214\/009053604000000120"},{"key":"e_1_3_4_7_1","doi-asserted-by":"publisher","DOI":"10.3150\/bj\/1068128975"},{"key":"e_1_3_4_8_1","doi-asserted-by":"publisher","DOI":"10.1109\/34.865189"},{"key":"e_1_3_4_9_1","doi-asserted-by":"publisher","DOI":"10.1007\/s00440-006-0011-8"},{"key":"e_1_3_4_10_1","doi-asserted-by":"publisher","DOI":"10.1214\/aoap\/1015345401"},{"key":"e_1_3_4_11_1","doi-asserted-by":"publisher","DOI":"10.1007\/b97636"},{"key":"e_1_3_4_12_1","doi-asserted-by":"publisher","DOI":"10.2307\/2527341"},{"key":"e_1_3_4_13_1","unstructured":"Fiorentini G. and Sentana E. (2007) \u201cOn the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models \u201d Technical Report. CEMFI."},{"key":"e_1_3_4_14_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2019.05.017"},{"key":"e_1_3_4_15_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0378-3758(97)00139-0"},{"key":"e_1_3_4_16_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0378-3758(99)00109-3"},{"key":"e_1_3_4_17_1","doi-asserted-by":"publisher","DOI":"10.1002\/9781119313472"},{"key":"e_1_3_4_18_1","doi-asserted-by":"publisher","DOI":"10.1111\/jtsa.12525"},{"key":"e_1_3_4_19_1","first-page":"71","article-title":"Probabilistic Properties of the \u03b2 Arch Model","volume":"4","author":"Gu\u00e9gan D.","year":"1994","unstructured":"Gu\u00e9gan, D., and Diebolt, J. (1994), \u201cProbabilistic Properties of the \u03b2 Arch Model,\u201d Statistica Sinica, 4, 71\u201387.","journal-title":"Statistica Sinica"},{"key":"e_1_3_4_20_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.spl.2011.02.004"},{"key":"e_1_3_4_21_1","doi-asserted-by":"publisher","DOI":"10.1093\/jjfinec\/nbh009"},{"key":"e_1_3_4_22_1","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00396"},{"key":"e_1_3_4_23_1","first-page":"49","article-title":"Consistent Estimation of the Order of Mixture Models","volume":"62","author":"Keribin C.","year":"2000","unstructured":"Keribin, C. (2000), \u201cConsistent Estimation of the Order of Mixture Models,\u201d Sankhy\u0101: The Indian Journal of Statistics, Series A, 62, 49\u201366.","journal-title":"Sankhy\u0101: The Indian Journal of Statistics, Series A"},{"key":"e_1_3_4_24_1","doi-asserted-by":"publisher","DOI":"10.1146\/annurev-statistics-100421-044639"},{"key":"e_1_3_4_25_1","doi-asserted-by":"publisher","DOI":"10.1214\/15-AOS1371"},{"key":"e_1_3_4_26_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9469.2008.00624.x"},{"key":"e_1_3_4_27_1","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466605050036"},{"key":"e_1_3_4_28_1","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466608080444"},{"key":"e_1_3_4_29_1","doi-asserted-by":"publisher","DOI":"10.1080\/07350015.2015.1102735"},{"key":"e_1_3_4_30_1","unstructured":"Li Y. Wu Z. Yu J. and Zeng T. (2024) \u201cA Note on AIC and TIC for Model Selection \u201d Technical Report."},{"key":"e_1_3_4_31_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9868.2004.00432.x"},{"key":"e_1_3_4_32_1","first-page":"161","article-title":"A Double ar (p) Model: structure and Estimation","volume":"17","author":"Ling S.","year":"2007","unstructured":"Ling, S. (2007), \u201cA Double ar (p) Model: structure and Estimation,\u201d Statistica Sinica, 17, 161\u2013175.","journal-title":"Statistica Sinica"},{"key":"e_1_3_4_33_1","doi-asserted-by":"publisher","DOI":"10.5705\/ss.202022.0049"},{"key":"e_1_3_4_34_1","doi-asserted-by":"publisher","DOI":"10.1146\/annurev-statistics-031017-100325"},{"key":"e_1_3_4_35_1","doi-asserted-by":"publisher","DOI":"10.1002\/0471721182"},{"key":"e_1_3_4_36_1","doi-asserted-by":"publisher","DOI":"10.1002\/widm.1135"},{"key":"e_1_3_4_37_1","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1015957401"},{"key":"e_1_3_4_38_1","doi-asserted-by":"publisher","DOI":"10.2307\/2171754"},{"key":"e_1_3_4_39_1","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176345353"},{"key":"e_1_3_4_40_1","doi-asserted-by":"publisher","DOI":"10.1137\/1026034"},{"key":"e_1_3_4_41_1","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176344136"},{"key":"e_1_3_4_42_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-75007-6_5"},{"key":"e_1_3_4_43_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.2517-6161.1977.tb01603.x"},{"key":"e_1_3_4_44_1","first-page":"12","article-title":"Distribution of Informational Statistics and a Criterion of Model Fitting","volume":"153","author":"Takeuchi K.","year":"1976","unstructured":"Takeuchi, K. (1976), \u201cDistribution of Informational Statistics and a Criterion of Model Fitting,\u201d Suri-Kagaku (Mathematical Sciences), 153, 12\u201318.","journal-title":"Suri-Kagaku (Mathematical Sciences)"},{"key":"e_1_3_4_45_1","doi-asserted-by":"publisher","DOI":"10.1007\/s11425-014-4815-1"},{"key":"e_1_3_4_46_1","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600011397"},{"key":"e_1_3_4_47_1","unstructured":"Wu S. (2019) \u201cStatistical Inference of Two Classes of Autoregressive Conditional Heteroscedasticity Models \u201d Ph. D. thesis. University of Chinese Academy of Sciences."},{"key":"e_1_3_4_48_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9892.2006.00467.x"},{"key":"e_1_3_4_49_1","doi-asserted-by":"publisher","DOI":"10.1214\/11-AOS895"},{"key":"e_1_3_4_50_1","first-page":"251","article-title":"Quasi-Maximum Exponential Likelihood Estimators for a Double AR (p) Model","volume":"23","author":"Zhu K.","year":"2013","unstructured":"Zhu, K., and Ling, S. (2013), \u201cQuasi-Maximum Exponential Likelihood Estimators for a Double AR (p) Model,\u201d Statistica Sinica, 23, 251\u2013270.","journal-title":"Statistica Sinica"}],"container-title":["Journal of Business & Economic Statistics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/07350015.2026.2705382","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/www.tandfonline.com\/doi\/full-xml\/10.1080\/07350015.2026.2705382","content-type":"application\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/07350015.2026.2705382","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,9,17]],"date-time":"2026-09-17T23:10:35Z","timestamp":1789686635000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/07350015.2026.2705382"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2026,9,17]]},"references-count":49,"alternative-id":["10.1080\/07350015.2026.2705382"],"URL":"https:\/\/doi.org\/10.1080\/07350015.2026.2705382","relation":{},"ISSN":["0735-0015","1537-2707"],"issn-type":[{"value":"0735-0015","type":"print"},{"value":"1537-2707","type":"electronic"}],"subject":[],"published":{"date-parts":[[2026,9,17]]},"assertion":[{"value":"The publishing and review policy for this title is described in its Aims & Scope.","order":1,"name":"peerreview_statement","label":"Peer Review Statement"},{"value":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=ubes20","URL":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=ubes20","order":2,"name":"aims_and_scope_url","label":"Aim & Scope"},{"value":"2025-05-31","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2026-06-30","order":1,"name":"revised","label":"Revised","group":{"name":"publication_history","label":"Publication History"}},{"value":"2026-07-13","order":2,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2026-09-17","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}