AR(1) model with skew-normal innovations (Q504186)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AR(1) model with skew-normal innovations |
scientific article |
Statements
AR(1) model with skew-normal innovations (English)
0 references
25 January 2017
0 references
skew-normal distribution
0 references
autoregressive process
0 references
method of moments estimator
0 references
conditional maximum likelihood estimator
0 references
conditional least squares estimator
0 references
0 references
