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

Communications in Statistics - Theory and Methods

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Main Authors:	Tiku, M.L., Wong, W.-K., Bian, G.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2014
Subjects:	Autoregression Least squares Maximum likelihood Modified maximum likelihood Nonnormality Robustness Student's t.
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/105123
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-105123
record_format	dspace
spelling	sg-nus-scholar.10635-1051232015-02-07T13:23:11Z Estimating parameters in autoregressive models in non-normal situations: Symmetric innovations Tiku, M.L. Wong, W.-K. Bian, G. STATISTICS & APPLIED PROBABILITY Autoregression Least squares Maximum likelihood Modified maximum likelihood Nonnormality Robustness Student's t. Communications in Statistics - Theory and Methods 28 2 315-341 CSTMD 2014-10-28T05:11:50Z 2014-10-28T05:11:50Z 1999 Article Tiku, M.L.,Wong, W.-K.,Bian, G. (1999). Estimating parameters in autoregressive models in non-normal situations: Symmetric innovations. Communications in Statistics - Theory and Methods 28 (2) : 315-341. ScholarBank@NUS Repository. 03610926 http://scholarbank.nus.edu.sg/handle/10635/105123 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Autoregression Least squares Maximum likelihood Modified maximum likelihood Nonnormality Robustness Student's t.
spellingShingle	Autoregression Least squares Maximum likelihood Modified maximum likelihood Nonnormality Robustness Student's t. Tiku, M.L. Wong, W.-K. Bian, G. Estimating parameters in autoregressive models in non-normal situations: Symmetric innovations
description	Communications in Statistics - Theory and Methods
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Tiku, M.L. Wong, W.-K. Bian, G.
format	Article
author	Tiku, M.L. Wong, W.-K. Bian, G.
author_sort	Tiku, M.L.
title	Estimating parameters in autoregressive models in non-normal situations: Symmetric innovations
title_short	Estimating parameters in autoregressive models in non-normal situations: Symmetric innovations
title_full	Estimating parameters in autoregressive models in non-normal situations: Symmetric innovations
title_fullStr	Estimating parameters in autoregressive models in non-normal situations: Symmetric innovations
title_full_unstemmed	Estimating parameters in autoregressive models in non-normal situations: Symmetric innovations
title_sort	estimating parameters in autoregressive models in non-normal situations: symmetric innovations
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/105123
_version_	1681093230155792384

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

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