Pages that link to "Item:Q1026363"

The following pages link to Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363):

Displaying 24 items.

• AR(1) model with skew-normal innovations (Q504186) (← links)
• Autoregressive models with mixture of scale mixtures of Gaussian innovations (Q724914) (← links)
• Generalized ARMA models with martingale difference errors (Q888346) (← links)
• The skew-reflected-Gompertz distribution for analyzing symmetric and asymmetric data (Q1713095) (← links)
• Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models (Q1987420) (← links)
• Autoregressive time series analysis of variance with skew normal innovations (Q2089353) (← links)
• Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors (Q2135870) (← links)
• A semiparametric approach for modeling partially linear autoregressive model with skew normal innovations (Q2142418) (← links)
• Periodic autoregressive models with closed skew-normal innovations (Q2319487) (← links)
• Time series models in non-normal situation: symmetric innovations (Q2742781) (← links)
• ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS (Q3777271) (← links)
• Estimating parameters in autoregressive models in non-normal situations: symmetric innovations (Q4237865) (← links)
• ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS (Q4540604) (← links)
• Two-Piece location-scale distributions based on scale mixtures of normal family (Q4606476) (← links)
• Beta seasonal autoregressive moving average models (Q4960734) (← links)
• Nonlinear semiparametric AR(1) model with skew-symmetric innovations (Q5084929) (← links)
• Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions (Q5106838) (← links)
• Time series models based on the unrestricted skew-normal process (Q5107309) (← links)
• Asymmetric heavy-tailed vector auto-regressive processes with application to financial data (Q5107711) (← links)
• (Q5889912) (← links)
• Estimating parameters in autoregressive models with asymmetric innovations (Q5916138) (← links)
• Bootstrap choice of non-nested autoregressive model with non-normal innovations (Q6073727) (← links)
• Asymptotically honest fiducial generalized inference: an application in autoregressive models (Q6552576) (← links)
• Irregular nonparametric autoregression (Q6632626) (← links)