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Estimating parameters in autoregressive models with asymmetric innovations

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  • Akkaya, Aysen D.
  • Tiku, Moti L.

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  • Akkaya, Aysen D. & Tiku, Moti L., 2008. "Estimating parameters in autoregressive models with asymmetric innovations," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2916-2916, December.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:17:p:2916-2916
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    References listed on IDEAS

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    1. Wong, Wing-Keung & Bian, Guorui, 2005. "Estimating parameters in autoregressive models with asymmetric innovations," Statistics & Probability Letters, Elsevier, vol. 71(1), pages 61-70, January.
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