کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10526793 958519 2005 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Estimating parameters in autoregressive models with asymmetric innovations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Estimating parameters in autoregressive models with asymmetric innovations
چکیده انگلیسی
In this paper, we extend the results to the case, where the underlying distribution is a generalized logistic distribution. The generalized logistic distribution family represents very wide skew distributions ranging from highly right skewed to highly left skewed. Analogously, we develop the MML estimators since the ML (maximum likelihood) estimators are intractable for the generalized logistic data. We then study the asymptotic properties of the proposed estimators and conduct simulation to the study.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 71, Issue 1, 1 January 2005, Pages 61-70
نویسندگان
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