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On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations

  • Published:2018-10-19 Issue:1 Volume:89 Page:71-97
  • ISSN:0094-9655
  • Container-title:Journal of Statistical Computation and Simulation
  • language:en
  • Short-container-title:Journal of Statistical Computation and Simulation

Author:

Manouchehri T.1,Nematollahi A. R.1ORCID

Affiliation:

1. Department of Statistics, Shiraz University, Shiraz, Iran

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Cited by 7 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. Estimation for vector autoregressive model under multivariate skew-t-normal innovations;Statistical Modelling;2024-02-15

2. A Comparison of the Bayesian and Non-Bayesian Approaches for the Periodic AR Models Based on the SMSN Innovations;Iranian Journal of Science and Technology, Transactions A: Science;2022-03-02

3. PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models;Journal of Statistical Computation and Simulation;2022-01-09

4. Time Series Modeling of Coronavirus (COVID-19) Spread in Iran;Journal of the Iranian Statistical Society;2021-12-01

5. Selected topics and applications;Cyclostationary Processes and Time Series;2020
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