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

id	sg-nus-scholar.10635-22375
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spelling	sg-nus-scholar.10635-223752024-11-12T05:17:42Z Estimating parameters in autoregressive models with asymmetric innovations Wong, W.-K. Bian, G. ECONOMICS Autoregression Generalized logistic distribution Least squares Modified maximum likelihood Nonnormality Robustness 10.1016/j.spl.2004.10.022 Statistics and Probability Letters 71 1 61-70 SPLTD 2011-05-03T08:09:14Z 2011-05-03T08:09:14Z 2005 Article Wong, W.-K., Bian, G. (2005). Estimating parameters in autoregressive models with asymmetric innovations. Statistics and Probability Letters 71 (1) : 61-70. ScholarBank@NUS Repository. https://doi.org/10.1016/j.spl.2004.10.022 01677152 http://scholarbank.nus.edu.sg/handle/10635/22375 000226338300007 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Autoregression Generalized logistic distribution Least squares Modified maximum likelihood Nonnormality Robustness
spellingShingle	Autoregression Generalized logistic distribution Least squares Modified maximum likelihood Nonnormality Robustness Wong, W.-K. Bian, G. Estimating parameters in autoregressive models with asymmetric innovations
description	10.1016/j.spl.2004.10.022
author2	ECONOMICS
author_facet	ECONOMICS Wong, W.-K. Bian, G.
format	Article
author	Wong, W.-K. Bian, G.
author_sort	Wong, W.-K.
title	Estimating parameters in autoregressive models with asymmetric innovations
title_short	Estimating parameters in autoregressive models with asymmetric innovations
title_full	Estimating parameters in autoregressive models with asymmetric innovations
title_fullStr	Estimating parameters in autoregressive models with asymmetric innovations
title_full_unstemmed	Estimating parameters in autoregressive models with asymmetric innovations
title_sort	estimating parameters in autoregressive models with asymmetric innovations
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/22375
_version_	1821186346877714432

Estimating parameters in autoregressive models with asymmetric innovations

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