Time Series Models in Non‐Normal Situations: Symmetric Innovations

• 1 September 2000
• journal article
• Published by Wiley in Journal of Time Series Analysis
• Vol. 21  (5) , 571-596
• https://doi.org/10.1111/1467-9892.00199

Abstract

Keywords

• TIME SERIES
• STUDENT'S T
• NON‐NORMALITY
• ROBUSTNESS
• MODIFIED LIKELIHOOD
• HYPOTHESIS TESTING
• POWER FUNCTION