Nonlinear semiparametric AR(1) model with skew-symmetric innovations (Q5084929)

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scientific article; zbMATH DE number 7550046
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Nonlinear semiparametric AR(1) model with skew-symmetric innovations
scientific article; zbMATH DE number 7550046

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    Nonlinear semiparametric AR(1) model with skew-symmetric innovations (English)
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    29 June 2022
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    autoregressive model
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    EM algorithm
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    maximum likelihood
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    semiparametric estimation
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    skew normal innovations
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