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]

@article{HajrajabiF18,
  title = {Nonlinear semiparametric AR(1) model with skew-symmetric innovations},
  author = {Arezo Hajrajabi and Afshin Fallah},
  year = {2018},
  doi = {10.1080/03610918.2017.1315772},
  url = {https://doi.org/10.1080/03610918.2017.1315772},
  researchr = {https://researchr.org/publication/HajrajabiF18},
  cites = {0},
  citedby = {0},
  journal = {Communications in Statistics - Simulation and Computation},
  volume = {47},
  number = {5},
  pages = {1453-1462},
}