http://orcid.org/0000-0001-6590-3233
References
- Alpuim, T., El-Shaarawi, A. (2008). On the efficiency of regression analysis with AR(p) errors. Journal of Applied Statistics 35(7):717–737.
- Ansley, C. F. (1979). An algorithm for the exact likelihood of a mixed autoregressive-moving average process. Biometrika 66(1):59–65.
- Arslan, O., Genç, A. İ. (2003). Robust location and scale estimation based on the univariate generalized t (GT) distribution. Communications in Statistics: Theory and Methods 32(8):1505–1525.
- Arslan, O., Genç, A. İ. (2009). The skew generalized t distribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation. Statistics: A Journal of Theoretical and Applied Statistics 43(5):481–498.
- Beach, C. M., McKinnon, J. G. (1978). A maximum likelihood procedure for regression with autocorrelated errors. Econometrica 46(1):51–58.
- Hill, J. B. (2013). Least tail-trimmed squares for infinite variance autoregressions. Journal of Time Series Analysis 34:168–186.
- Hill, J. B. (2015a). Robust estimation and inference for heavy tailed GARCH. Bernoulli 21:1629–1669.
- Hill, J. B. (2015b). Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors. Journal of Multivariate Analysis 135:131–152.
- Huang, X., Zhou, Y., Zhang R. (2004). A multiscale model for MPEG-4 varied bit rate video traffic. IEEE Transactions on Broadcasting 50(3):323–334.
- Lange, K. L., Little, R. J. A., Taylor, J. M. G. (1989). Robust statistical modeling using the t-distribution. Journal of the American Statistical Association 84:881–896.
- Lucas, A. (1997). Robustness of the Student-t based M-estimator. Communications in Statistics: Theory and Methods 26(5):1165–1182.
- McLachlan, G., Krishnan, T. (2008). The EM algorithm and extensions. Hoboken, N. J: Wiley-Interscience.
- Olaomi, J. O., Ifederu, A. (2008). Understanding estimators of linear regression model with AR(1) error which are correlated with exponential regressor. Asian Journal of Mathematics and Statistics 1(1):14–23.
- Ramanathan, R. (1998). Introductory Econometrics with Applications. Fort Worth, Dryden: Har-court Brace College Publishers.
- Rousseeuw, P. J., Leroy, A. M. (1987). Robust regression and outlier detection. New York: Wiley.
- Sheather, S. J. (2009). A Modern Approach to Regression with R. New York: Springer-Verlag.
- Tiku, M. L., Wong, W., Bian, G. (1999). Estimating parameters in autoregressive models in non-normal situations: Symmetric innovations. Communications in Statistics: Theory and Methods 28(2):315–341.