REFERENCES
- Tiku , M. L. , Wong , W. K. and Bian , G. 1999 . Time Series Models With Asymmetric Innovations . Commun. Stat.-Theory Meth. , 28 : 1131 – 1160 .
- Vinod , H. D. and Shenton , L. R. 1996 . Exact Moments for Autoregressive and Random Walk Models for a Zero or Stationary Initial Values . Econometric Theory , 12 : 481 – 499 .
- Islam , M. Q. , Tiku , M. L. and Yildirim , F. 2001 . Non-normal Regression: Part I, Skew Distributions . Commun. Stat.-Theory Meth. , 30 ( 6 ) to appear
- Akkaya , A. D. and Tiku , M. L. 2001 . Estimating Parameters in Autoregressive Models in Non-normal Situations: Asymmetric Innovations . Commun. Stat.-Theory Meth. , 30 ( 3 ) to appear