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Diagnostic analytics for an autoregressive model under the skew-normal distribution
Liu, Yonghui; Mao, Guohua; Leiva, Víctor; Liu, Shuangzhe; Tapia, Alejandra (2020)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 ...