Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors (Q5421536): Difference between revisions

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-Mohsen Pourahmadi
@@ Property / author: Mohsen Pourahmadi / rank @@
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+Mohsen Pourahmadi
@@ Property / author: Mohsen Pourahmadi / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610920601126274
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@@ Property / OpenAlex ID @@
+W2076911312
@@ Property / OpenAlex ID: W2076911312 / rank @@
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@@ Property / cites work @@
+A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS
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@@ Property / cites work @@
+On fundamental skew distributions
@@ Property / cites work: On fundamental skew distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4522555
@@ Property / cites work: Q4522555 / rank @@
+Normal rank
@@ Property / cites work @@
+The multivariate skew-normal distribution
@@ Property / cites work: The multivariate skew-normal distribution / rank @@
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@@ Property / cites work @@
+Statistical Applications of the Multivariate Skew Normal Distribution
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+Q4862306
@@ Property / cites work: Q4862306 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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+Graphical models for skew‐normal variates
@@ Property / cites work: Graphical models for skew‐normal variates / rank @@
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+Additive properties of skew normal random vectors
@@ Property / cites work: Additive properties of skew normal random vectors / rank @@
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+Values of Mills' Ratio of Area to Bounding Ordinate and of the Normal Probability Integral for Large Values of the Argument
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+A class of multivariate skew-normal models
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+A mixed autoregressive-moving average exponential sequence and point process (EARMA 1,1)
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+The Stationary Marginal Distribution of a Threshold AR(1) Process
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+A threshold AR(1) model
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+STATIONARITY OF THE SOLUTION OF X<sub>t</sub>= A<sub>t</sub>X<sub>t-1</sub>+ ε<sub>t</sub>AND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES
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+Multi‐variate <i>t</i> Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations
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