Estimating parameters in autoregressive models with asymmetric innovations

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AKKAYA A., Tiku M. L.

STATISTICS & PROBABILITY LETTERS, vol.78, no.17, pp.2916, 2008 (SCI-Expanded)

• Publication Type: Article / Article
• Volume: 78 Issue: 17
• Publication Date: 2008
• Doi Number: 10.1016/j.spl.2008.04.018
• Journal Name: STATISTICS & PROBABILITY LETTERS
• Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
• Page Numbers: pp.2916
• Middle East Technical University Affiliated: Yes