NON-LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY

DOI10.1111/j.1467-9892.1994.tb00178.xzbMath0800.62548OpenAlexW1969934024MaRDI QIDQ4299029

J. N. Lye, Vance L. Martin

Publication date: 29 June 1994

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00178.x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Information-Theoretic Distribution Test with Application to Normality

Cites Work

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• On the unimodality of the likelihood for the Cauchy distribution: Some comments
• Robust Estimation, Nonnormalities, and Generalized Exponential Distributions
• Estimation and Moment Recursion Relations for Multimodal Distributions of the Exponential Family

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