Time series models with asymmetric innovations
Communications in Statistics - Theory and Methods
Saved in:
Main Authors: | Tiku, M.L., Wong, W.-K., Bian, G. |
---|---|
Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Article |
Published: |
2014
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/105436 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Estimating parameters in autoregressive models with asymmetric innovations
by: Wong, W.-K., et al.
Published: (2011) -
Estimating parameters in autoregressive models in non-normal situations: Symmetric innovations
by: Tiku, M.L., et al.
Published: (2014) -
Testing for a unit root in an AR(1) model using three and four moment approximations: Symmetric distributions
by: Tiku, M.L., et al.
Published: (2011) -
Bayesian inference based on robust priors and MML estimators: Part II, skew location-scale distributions
by: Bian, G., et al.
Published: (2011) -
Bayesian inference based on robust priors and MML estimators: Part I, symmetric location-scale distributions
by: Bian, G., et al.
Published: (2011)