ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS
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Cites work
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Cited in
(33)- Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models
- Maximum likelihood estimation in vector autoregressive models with multivariate scaled t-distributed innovations using EM-based algorithms
- Semiparametric time series models with log-concave innovations: maximum likelihood estimation and its consistency
- Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models
- Time series models with asymmetric Laplace innovations
- Genetically evolved models and normality of their fitted residuals
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- Parameter estimation for some time series models without contiguity
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