A Semiparametric Approach for Modeling Partially Linear Autoregressive Model with Skew Normal Innovations
Work
Year: 2022
Type: article
Abstract: The nonlinear autoregressive models under normal innovations are commonly used for nonlinear time series analysis in various fields. However, using this class of models for modeling skewed data leads ... more
Source: Advances in Mathematical Physics
Institutions Islamic Azad University, Science and Research Branch, Iran University of Science and Technology, Imam Khomeini International University
Cites: 16
Cited by:
Related to: 10
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Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $2,100