Time series based on random process of unbounded asymmetric normal distribution

DOI10.30495/JME.V18I0.2918MaRDI QIDQ7022670zbMATH OpenFDO

Authors Parisa Zarrin, Zahra Khodadadi, Mohsen Maleki, Hedieh Jafarpour

Publication date 25 February 2025

Published in Journal of Mathematical Extension (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.30495/JME.V18I0.2918

zbMATH Keywords

EM algorithmskewnessautoregressionmoving averageunbounded skew normal

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites work

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• Statistical inference for a general class of asymmetric distributions
• The multivariate skew-normal distribution

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