A Semiparametric Approach for Modeling Partially Linear Autoregressive Model with Skew Normal Innovations

<div>(a) Exacts and estimated values of <span class="nowrap"><svg height="12.7178pt" id="M124" style="vertical-align:-3.42947pt" version="1.1" viewbox="-0.0498162 -9.28833 27.3464 12.7178" width="27.3464pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M619 670C619 686 593 712 555 712S459 686 410 634S335 504 320 430H250L219 400L222 388H312L258 73C223 -133 201 -166 187 -180C175 -191 158 -199 140 -199C123 -199 88 -188 74 -172C68 -166 63 -164 54 -171C38 -185 23 -201 23 -215C23 -236 60 -261 93 -261C122 -261 161 -247 207 -200C268 -138 300 -71 337 94C365 220 376 277 394 387L501 399L521 430H401C432 623 464 665 501 665C524 665 544 651 567 627C577 617 583 618 592 625C601 631 619 651 619 670Z"></path></g><g transform="matrix(.013,0,0,-0.013,8.352,0)"><path d="M300 -147C201 -63 143 98 143 270S200 602 300 686L282 710C136 610 70 450 70 271V270C70 89 136 -72 282 -170L300 -147Z"></path></g><g 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values of <span class="nowrap"><svg height="9.01194pt" id="M125" style="vertical-align:-0.04981995pt" version="1.1" viewbox="-0.0498162 -8.96212 9.12937 9.01194" width="9.12937pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M669 636L663 650H260C230 650 221 652 208 675H186C177 621 162 548 144 481L173 479C195 534 211 560 226 578C248 604 266 615 373 615H544C460 511 114 112 23 16L31 0H561C577 34 611 135 622 170L594 182C566 125 544 88 515 65C481 38 416 35 319 35C249 35 197 37 152 41C270 184 542 501 669 636Z"></path></g></svg>.</span> (c) ACF of residuals, <span class="nowrap"><svg height="12.5794pt" id="M126" style="vertical-align:-3.29107pt" version="1.1" viewbox="-0.0498162 -9.28833 94.0491 12.5794" width="94.0491pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M499 88L487 113C459 86 422 65 413 65C403 65 403 74 409 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Advances in Mathematical Physics

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Figure 1

Figure 1: A Semiparametric Approach for Modeling Partially Linear Autoregressive Model with Skew Normal Innovations 