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Linear contrasts in one-way classification AR(1) model with gamma innovations - MaRDI portal

Linear contrasts in one-way classification AR(1) model with gamma innovations

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Publication:4977241

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DOI10.15672/HJMS.20164515996zbMath1422.62289MaRDI QIDQ4977241

Birdal Şenoğlu, Özlem Türker Bayrak

Publication date: 16 August 2017

Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

zbMATH Keywords

robustness gamma distribution autoregressive model nonnormality modified likelihood linear contrasts

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Point estimation (62F10) Statistical tables (62Q05)

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