Autoregressive Models with Mixture of Scale Mixtures of Gaussian Innovations-Reference-Cited by-同舟云学术

Autoregressive Models with Mixture of Scale Mixtures of Gaussian Innovations

Published:2017-04-21 Issue:4 Volume:41 Page:1099-1107
ISSN:1028-6276
Container-title:Iranian Journal of Science and Technology, Transactions A: Science
language:en
Short-container-title:Iran J Sci Technol Trans Sci

Author:

Maleki Mohsen,Nematollahi A. R.

Publisher

Springer Science and Business Media LLC

Subject

General Physics and Astronomy,General Mathematics,General Earth and Planetary Sciences,General Agricultural and Biological Sciences,General Chemistry

Link

http://link.springer.com/article/10.1007/s40995-017-0237-6/fulltext.html

Reference31 articles.

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2. Akkaya A, Tiku ML (2001) Estimating parameters in autoregressive models in non-normal situations: asymmetric innovations. Commun Stat Theory Methods 30:517–536

3. Andel J (1988) On AR(1) processes with exponential white noise. Commun Stat Theory Methods 17:1481–1495

4. Andrews DR, Mallows CL (1974) Scale mixture of normal distribution. J Roy Stat Soc B 36:99–102

5. Bache K, Lichman M (2013) UCI machine learning repository. Irvine, CA: University of California, School of Information and Computer Science. ( http://archive.ics.uci.edu/ml )

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