Parameter estimation of regression model with AR(p) error terms based on skew distributions with EM algorithm

Y. Tuaç, Y. Güney, Olcay Arslan. Parameter estimation of regression model with AR(p) error terms based on skew distributions with EM algorithm. Soft Comput., 24(5):3309-3330, 2020. [doi]

@article{TuacGA20,
  title = {Parameter estimation of regression model with AR(p) error terms based on skew distributions with EM algorithm},
  author = {Y. Tuaç and Y. Güney and Olcay Arslan},
  year = {2020},
  doi = {10.1007/s00500-019-04089-x},
  url = {https://doi.org/10.1007/s00500-019-04089-x},
  researchr = {https://researchr.org/publication/TuacGA20},
  cites = {0},
  citedby = {0},
  journal = {Soft Comput.},
  volume = {24},
  number = {5},
  pages = {3309-3330},
}