AR(1) model with skew-normal innovations (Q504186)
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scientific article; zbMATH DE number 6677846
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | AR(1) model with skew-normal innovations |
scientific article; zbMATH DE number 6677846 |
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AR(1) model with skew-normal innovations (English)
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25 January 2017
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skew-normal distribution
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autoregressive process
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method of moments estimator
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conditional maximum likelihood estimator
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conditional least squares estimator
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0.91599894
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0.8990878
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0.8975959
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0.88802034
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0.87481153
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0.8638546
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0.86194026
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0.8610256
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0.8601543
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