• Title of article

    Estimating parameters in autoregressive models with asymmetric innovations

  • Author/Authors

    Wing-Keung Wong، نويسنده , , Guorui Bian، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 2005
  • Pages
    10
  • From page
    61
  • To page
    70
  • Keywords
    Autoregression , Nonnormality , Modified maximum likelihood , Least squares , Robustness , Generalizedlogistic distribution
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    2005
  • Journal title
    Statistics and Probability Letters
  • Record number

    140422

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=140422