Time series models based on the unrestricted skew-normal process

DOI10.1080/00949655.2018.1533962OpenAlexW2896745687MaRDI QIDQ5107309

Parisa Zarrin, Mohsen Maleki, Reinaldo B. Arellano-Valle, Zahra Khodadai

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2018.1533962

zbMATH Keywords

EM-type algorithmskew-normal distributionSUN distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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Uses Software

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• itsmr

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