CORRIGENDUM: TIME SERIES MODELS WITH ASYMMETRIC INNOVATIONS

DOI10.1081/STA-100106072zbMath1107.62356MaRDI QIDQ4541793

Aysen D. Akkaya, Moti L. Tiku

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Related Items (3)

Modified Maximum-Likelihood Method for Non-Normal Time Series Revisited ⋮ Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method ⋮ Unnamed Item

Cites Work

• NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS

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