Bayesian inference based on robust priors and MML estimators: Part I, symmetric location-scale distributions

by Bian, G., Tiku, M.L.
Published 2011

Bayesian inference based on robust priors and MML estimators: Part II, skew location-scale distributions

by Bian, G., Tiku, M.L.
Published 2011

Testing for a unit root in an AR(1) model using three and four moment approximations: Symmetric distributions

by Tiku, M.L., Wong, W.-K.
Published 2011

Estimating parameters in autoregressive models in non-normal situations: Symmetric innovations

by Tiku, M.L., Wong, W.-K., Bian, G.
Published 2014

Time series models with asymmetric innovations

by Tiku, M.L., Wong, W.-K., Bian, G.
Published 2014