Estimating parameters in autoregressive models with asymmetric innovations

Estimating parameters in autoregressive models with asymmetric innovations

10.1016/j.spl.2004.10.022

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Bibliographic Details
Main Authors: Wong, W.-K., Bian, G.
Other Authors: ECONOMICS
Format: Article
Published: 2011
Subjects:
Autoregression
Generalized logistic distribution
Least squares
Modified maximum likelihood
Nonnormality
Robustness
Online Access:http://scholarbank.nus.edu.sg/handle/10635/22375
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/22375

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