A semiparametric approach for modeling partially linear autoregressive model with skew normal innovations
From MaRDI portal
Publication:2142418
DOI10.1155/2022/7863474OpenAlexW4214511351MaRDI QIDQ2142418
Afshin Fallah, Leila Sakhabakhsh, Mohammad Hassan Behzadi, Rahman Farnoosh
Publication date: 27 May 2022
Published in: Advances in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2022/7863474
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- AR(1) model with skew-normal innovations
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors
- Semiparametric estimation of regression functions in autoregressive models
- Estimation of autoregressive models with epsilon-skew-normal innovations
- Nonlinear time series. Nonparametric and parametric methods
- Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
- Mixing Conditions for Markov Chains
- Functional-Coefficient Autoregressive Models
- Multi‐variate t Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations
- Nonlinear semiparametric AR(1) model with skew-symmetric innovations
- Mixtures of autoregressive-autoregressive conditionally heteroscedastic models: semi-parametric approach
This page was built for publication: A semiparametric approach for modeling partially linear autoregressive model with skew normal innovations