Türker Bayrak, ÖzlemDener Akkaya, Ayşen2020-05-162020-05-162011Bayrak, O.T.; Akkaya, A.D.,"Autoregressive Models With Stochastic Design Variables and Nonnormal İnnovations",International Conference On Applied Mathematics, Simulation, Modelling - Proceedings, (2011).17924332978-161804016-9http://hdl.handle.net/20.500.12416/3876In 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/closedAccessNonnormalityModified Maximum LikelihoodStochastic DesignRobustnessConference Object197201