Maryam Kasraie
Science and Research branch, Islamic Azad University,Tehran, Iran
[ 1 ] - Modified Maximum Likelihood Estimation in First-Order Autoregressive Moving Average Models with some Non-Normal Residuals
When modeling time series data using autoregressive-moving average processes, it is a common practice to presume that the residuals are normally distributed. However, sometimes we encounter non-normal residuals and asymmetry of data marginal distribution. Despite widespread use of pure autoregressive processes for modeling non-normal time series, the autoregressive-moving average models have le...
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