Nonlinear semiparametric AR(1) model with skew-symmetric innovations. - Arezo Hajrajabi; Afshin Fallah (Commun. Stat. Simul. Comput., 2018)

Nonlinear autoregressive model with stochastic volatility innovations: Semiparametric and Bayesian approach. - Arezo Hajrajabi; A. R. Yazdanian; Rahman Farnoosh (J. Comput. Appl. Math., 2018)

Nonlinear semiparametric autoregressive models based on a class of two-piece distributions. - Bita Alaei; Karim Zare; Soheil Shokri; Arezo Hajrajabi; Mohsen Maleki (Commun. Stat. Simul. Comput., 2024)