Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application-Reference-Cited by-同舟云学术

Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application

Author:

Liu Yonghui¹,Wang Jing¹^ORCID,Leiva Víctor²^ORCID,Tapia Alejandra³^ORCID,Tan Wei⁴,Liu Shuangzhe⁵^ORCID

Affiliation:

1. School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai, People's Republic of China

2. School of Industrial Engineering, Pontificia Universidad Católica de Valparaíso, Valparaíso, Chile

3. Department of Statistics, Pontificia Universidad Católica de Chile, Santiago, Chile

4. School of Mathematics, Shanghai University of Finance and Economics, Shanghai, People's Republic of China

5. Faculty of Science and Technology, University of Canberra, Canberra, Australia

Funder

Natural Science Foundation of China

National Agency for Research and Development

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

Reference52 articles.

1. Distribution of the kurtosis statistic b2 for normal samples;Anscombe F.J.;Biometrika,1983

2. A class of distribution which includes the normal ones;Azzalini A.;Scand. J. Stat.,1985

3. A. Azzalini, The Skew-Normal and Related Families, Cambridge University Press, Cambridge UK, 2014.

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