Additive models with p-order autoregressive skew-normal errors for modeling trend and seasonality in time series
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DOI: 10.1080/03610926.2024.2444519
Abstract: Abstract. In this article, we propose an additive model in which the random error follows a skew-normal p-order autoregressive (AR) process where the systematic component is approximated by cubic and cyclic cubic regression splines. The… read more here.
Keywords: autoregressive skew; skew normal; models order; order autoregressive ... See more keywords