Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models
DOI10.1016/j.cam.2020.112806zbMath1436.62422OpenAlexW3013756208MaRDI QIDQ1987420
Safdar Ghasami, Mohsen Maleki, Zahra Khodadadi
Publication date: 15 April 2020
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2020.112806
maximum likelihood estimatesautoregressive modeltwo-piece distributionsECME-algorithmscale mixtures of normal family
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
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