Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363)
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scientific article; zbMATH DE number 5569620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of autoregressive models with epsilon-skew-normal innovations |
scientific article; zbMATH DE number 5569620 |
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Estimation of autoregressive models with epsilon-skew-normal innovations (English)
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24 June 2009
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non-Gaussian time series
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autoregression
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maximum likelihood estimation
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skewness
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skew-normal distribution
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