Time series models in non-normal situations: Symmetric innovations

Journal of Time Series Analysis

Volumn 21, Issue 5, 2000, Pages 571-596

  Tiku, M L ^a   Wong, Wing Keung ^b   Vaughan, David C ^c   Bian, Guorui ^b  

^a MCMASTER UNIVERSITY   (Canada)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^c WILFRID LAURIER UNIVERSITY   (Canada)

Author keywords

Hypothesis testing; Modified likelihood; Non normality; Power function; Robustness; Student's t; Time series

Indexed keywords

EID: 0001759220     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00199     Document Type: Article

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