Nonlinear semiparametric AR(1) model with skew-symmetric innovations (Q5084929)
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scientific article; zbMATH DE number 7550046
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| English | 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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