Polynomial Maximization Method for Estimation Parameters of Asymmetric Non-Gaussian Moving Average Models
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-25844-2_21
Reference19 articles.
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4. Tiku, M.L., Wong, W.-K., Vaughan, D.C., Bian, G.: Time series models in non-normal situations: symmetric innovations. J. Time Ser. Anal. 21, 571–596 (2000). https://doi.org/10.1111/1467-9892.00199
5. Ozaki, T., Iino, M.: An innovation approach to Non-Gaussian time series analysis. J. Appl. Probab. 38(A), 78–92 (2001)
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