Time series models with asymmetric innovations

Communications in Statistics - Theory and Methods

Volumn 28, Issue 6, 1999, Pages 1331-1360

  Tiku, Moti L ^a   Wong, Wing Keung ^b   Bian, Guorui ^b  

^a MCMASTER UNIVERSITY   (Canada)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Gamma distribution; Generalized logistic; Hypothesis testing; Modified likelihood; Nonnormality; Power function; Robustness; Time series

Indexed keywords

EID: 0041065109     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929908832360     Document Type: Article

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