Autoregressive models with short-tailed symmetric distributions

DOI10.1080/02331880701736663zbMath1314.62198OpenAlexW1968099229MaRDI QIDQ3632817

Aysen D. Akkaya, Moti L. Tiku

Publication date: 15 June 2009

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880701736663

zbMATH Keywords

nonlinear modelhypothesis testingautoregressioninliersmodified likelihoodshort-tailedness

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Point estimation (62F10)

Related Items (4)

The marginal distribution function of threshold-type processes with central symmetric innovations ⋮ Robust pairwise multiple comparisons under short-tailed symmetric distributions ⋮ MMLEs are as good as M-estimators or better ⋮ A note on the paper by Ahmed Hossain and Andrew R. Willan

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