Time series models with asymmetric innovations

Tiku, Moti L., Wong, Wing-Keung, Bian, Guorui . Communications in Statistics: Theory and Methods 1999. 28 :1331-1360

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  Author = {Tiku, Moti L. and Wong, Wing-Keung and Bian, Guorui},
  Title = {Time series models with asymmetric innovations},
  Journal = {Communications in Statistics: Theory and Methods},
  Volume = {28},
  Year = {1999},
  Pages = {1331--1360},
  Keywords = {Hypothesis testing, Gamma distribution, Robustness}

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