A New Estimation Technique for AR(1) Model with Long-Tailed Symmetric Innovations-Reference-Cited by-同舟云学术

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A New Estimation Technique for AR(1) Model with Long-Tailed Symmetric Innovations

Published:2018 Issue: Volume: Page:39-63
ISSN:1431-1968
Container-title:Time Series Analysis and Forecasting
language:
Short-container-title:

Author:

Akkaya Ayşen Dener^ORCID,Bayrak Özlem Türker^ORCID

Publisher

Springer International Publishing

Link

http://link.springer.com/content/pdf/10.1007/978-3-319-96944-2_4

Reference17 articles.

1. Akkaya, A.D., Tiku, M.L.: Estimating parameters in autoregressive models in non-normal situations: asymmetric innovations. Commun. Stat. Theory M 30, 517–536 (2001). https://doi.org/10.1081/STA-100002095

2. Akkaya, A.D., Tiku, M.L.: Time series AR(1) model for short-tailed distributions. Statistics 39, 117–132 (2005). https://doi.org/10.1080/02331880512331344036

3. Akkaya, A.D., Tiku, M.L.: Autoregressive models in short-tailed symmetric distributions. Statistics 42(3), 207–221 (2008). https://doi.org/10.1080/02331880701736663

4. Bayrak, O.T., Akkaya, A.D.: Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method. J. Comput. Appl. Math. 233, 1762–1772 (2010). https://doi.org/10.1016/j.cam.2009.09.013

5. Dönmez, A.: Adaptive estimation and hypothesis testing methods. PhD thesis, Middle East Technical University (2010)

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Adaptive estimation of autoregression models under long-tailed symmetric distribution;Communications in Statistics - Simulation and Computation;2022-08-02

2. Adaptive Estimation of Autoregressive Models under Long-tailed Symmetric Distribution;Proceedings of the 2019 2nd International Conference on Mathematics and Statistics - ICoMS'19;2019

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