In this paper, we consider the autoregressive models where the error term is non-normal; specifically belongs to a long-tailed symmetric distribution family since it is more relevant in practice than the normal distribution. ...

The number of studies about control charts proposed to monitor profiles, where the quality of a process/product is expressed as function of response and explanatory variable(s), has been increasing in recent years. However, ...

In classical autoregressive models, it is assumed that the disturbances are normally distributed and the exogenous variable is non-stochastic. However, in practice, short-tailed symmetric disturbances occur frequently and ...

In this study, the explicit estimators of the model parameters in oneway classification AR(1) model with gamma innovations are derived by using modified maximum likelihood (MML) methodology. We also propose a new test ...