Estimating parameters in autoregressive models with asymmetric innovations

AKKAYA A., Tiku M. L.

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

  • 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