Nonlinear semiparametric AR(1) model with skew-symmetric innovations

Arezo Hajrajabi, Afshin Fallah. Nonlinear semiparametric AR(1) model with skew-symmetric innovations. Communications in Statistics - Simulation and Computation, 47(5):1453-1462, 2018. [doi]

Authors

Arezo Hajrajabi

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Afshin Fallah

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