scientific article; zbMATH DE number 7690400

DOI10.6092/issn.1973-2201/10420MaRDI QIDQ6100931

Howell Tong, Dong Li

Publication date: 31 May 2023

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

skew-Cauchy distributionskew-normal distributionsingular distributionsabsolute autoregressive processestimation of skewness parameter

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

The marginal distribution function of threshold-type processes with central symmetric innovations ⋮ Information quantity evaluation of nonlinear time series processes and applications

Cites Work

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• On non-stationary threshold autoregressive models
• Ergodicity and invertibility of threshold moving-average models
• A note on certain integral equations associated with nonlinear time series analysis
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
• A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS
• Statistical Applications of the Multivariate Skew Normal Distribution
• The Marginal Density of a TMA(1) Process
• Martingale Central Limit Theorems

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