Bayrak, O.T.Akkaya, A.D.2025-05-132025-05-13201197816180401691792-4332https://hdl.handle.net/20.500.12416/9876In 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 distribution as the innovations. Modified maximum likelihood method is utilized to estimate unknown parameters in such situations. Closed form estimators are obtained and shown to be efficient and robust.eninfo:eu-repo/semantics/closedAccessModified Maximum LikelihoodNonnormalityRobustnessStochastic DesignConference Object2-s2.0-82055191366