In recent years, it is seen in many time series applications that innovations are non-normal. In this situation, it is known that the least squares (LS) estimators are neither efficient nor robust and maximum likelihood ...

In autoregression models the design variable has traditionally been assumed to be non-stochastic and innovations are normal. In most real life situations, however, the design variable is stochastic having a non-normal ...

Abstract: We consider a multiple autoregressive model with non-normal error distributions, the latter being more prevalent in practice than the usually assumed normal distribution. Since the maximum likelihood equations ...

In this study, control charts for monitoring linear profiles are adopted to early warning system (EWS) to see if global crises can be detected before they occur so that preventive actions can be taken by the policy makers. ...