Time series AR(1) model for short-tailed distributions

DOI10.1080/02331880512331344036zbMath1067.62091OpenAlexW1964688055MaRDI QIDQ5312724

Aysen D. Akkaya, Moti L. Tiku

Publication date: 25 August 2005

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880512331344036

zbMATH Keywords

robustnesstime serieshypothesis testingskewnessnon-normalityinliersmodified likelihoodshort-tailedness

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (9)

Unnamed Item ⋮ Mahalanobis distance under non-normality ⋮ Estimation in multivariate nonnormal distributions with stochastic variance function ⋮ Estimation and hypothesis testing in BIB design and robustness ⋮ Beta seasonal autoregressive moving average models ⋮ Autoregressive models with short-tailed symmetric distributions ⋮ Short-tailed distributions and inliers ⋮ Estimation in bivariate nonnormal distributions with stochastic variance functions ⋮ A note on the paper by Ahmed Hossain and Andrew R. Willan

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