Likelihood procedure for testing changes in skew normal model with applications to stock returns

Khamis K. Said, Wei Ning, Yubin Tian. Likelihood procedure for testing changes in skew normal model with applications to stock returns. Communications in Statistics - Simulation and Computation, 46(9):6790-6802, 2017. [doi]

@article{SaidNT17,
  title = {Likelihood procedure for testing changes in skew normal model with applications to stock returns},
  author = {Khamis K. Said and Wei Ning and Yubin Tian},
  year = {2017},
  doi = {10.1080/03610918.2016.1212067},
  url = {https://doi.org/10.1080/03610918.2016.1212067},
  researchr = {https://researchr.org/publication/SaidNT17},
  cites = {0},
  citedby = {0},
  journal = {Communications in Statistics - Simulation and Computation},
  volume = {46},
  number = {9},
  pages = {6790-6802},
}