AR(1) model with skew-normal innovations
type: Item
instance of: scholarly article
title: AR(1) model with skew-normal innovations
zbMATH Open document ID: 1468.62347
author: Yong-Cai Geng
author: Sumit K. Garg
published in: Metrika
publication date: 2017-01-25T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6677846
zbMATH Keywords: skew-normal distribution
zbMATH Keywords: autoregressive process
zbMATH Keywords: method of moments estimator
zbMATH Keywords: conditional maximum likelihood estimator
zbMATH Keywords: conditional least squares estimator
MaRDI profile type: Publication
full work available at URL: s00184-016-0587-7
OpenAlex ID: W2466531450
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DOI: 10.1007/S00184-016-0587-7
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description: scientific article; zbMATH DE number 6677846