Diagnostic Analytics for an Autoregressive Model under the Skew-Normal Distribution
Autoregressive models have played an important role in time series. In this paper, an autoregressive model based on the skew-normal distribution is considered. The estimation of its parameters is carried out by using the expectation–maximization algorithm, whereas the diagnostic analytics are conduc...
Main Authors: | , , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-05-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/8/5/693 |