Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors (Q5421536)
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scientific article; zbMATH DE number 5204453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors |
scientific article; zbMATH DE number 5204453 |
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Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors (English)
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24 October 2007
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non-normal distributions
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regression functions
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shape parameters
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strict and covariance stationarity
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threshold autoregressive models
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