Türker Bayrak, ÖzlemDener Akkaya, AyşenAkkaya, Ayşen DenerBayrak, Özlem Türker2020-05-162020-05-162011Bayrak, O.T.; Akkaya, A.D.,"Autoregressive Models With Stochastic Design Variables and Nonnormal İnnovations",International Conference On Applied Mathematics, Simulation, Modelling - Proceedings, (2011).978161804016917924332978-161804016-91792-4332https://hdl.handle.net/20.500.12416/3876https://doi.org/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 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 Object2-s2.0-82055191366