A Semiparametric Approach for Modeling Partially Linear Autoregressive Model with Skew Normal Innovations
The nonlinear autoregressive models under normal innovations are commonly used for nonlinear time series analysis in various fields. However, using this class of models for modeling skewed data leads to unreliable results due to the disability of these models for modeling skewness. In this setting,...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Advances in Mathematical Physics |
| Online Access: | http://dx.doi.org/10.1155/2022/7863474 |
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