مرکز منطقه ای اطلاع رساني علوم و فناوري - Estimating parameters in autoregressive models with asymmetric innovations

Title of article :

Estimating parameters in autoregressive models with asymmetric innovations

Author/Authors :

Wing-Keung Wong، نويسنده , , Guorui Bian، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2005

Pages :

From page :

To page :

Keywords :

Autoregression , Nonnormality , Modified maximum likelihood , Least squares , Robustness , Generalizedlogistic distribution

Journal title :

Statistics and Probability Letters

Serial Year :

2005

Journal title :

Statistics and Probability Letters

Record number :

140422

Link To Document :