Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Faculty Publications Conference Paper Faculty Publications- Conference Papers Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Creator An entity primarily responsible for making the resource Augustine, Praveen; John, Nimitha Title A name given to the resource Autoregressive Model with Students t-Errors Date A point or period of time associated with an event in the lifecycle of the resource 01-01-2026 Source A related resource from which the described resource is derived Lecture Notes in Networks and Systems;Volume;1501 LNNS;pp.351-364 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1007/978-981-96-8350-5_25" target="_blank" rel="noreferrer noopener">https://doi.org/10.1007/978-981-96-8350-5_25</a> <br /><br /><a href="https://www.scopus.com/pages/publications/105028365077?origin=resultslist" target="_blank" rel="noreferrer noopener">https://www.scopus.com/pages/publications/105028365077?origin=resultslist</a> Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Augustine P., Department of Data Science and Statistics, CHRIST (Deemed to be University), Bengaluru, India; John N., Department of Data Science and Statistics, CHRIST (Deemed to be University), Bengaluru, India Description An account of the resource This paper examines a first-order autoregressive model that incorporates students t-distributed errors. The estimation procedure is developed using the maximum likelihood method, with the solutions demonstrated using a simulation approach. As the estimating equations were not in a closed-form expression, we obtained the parameter estimates using the NewtonRaphson method. For a finite sample size, a parametric bootstrap procedure for the unit root test has been illustrated. To demonstrate the applications of the proposed model, a time series of quarterly GDP percentage changes are analyzed. The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2026. Subject The topic of the resource Autoregressive model; Bootstrapping; Likelihood ratio test; Maximum likelihood; Students t-distribution Publisher An entity responsible for making the resource available Springer Science and Business Media Deutschland GmbH Relation A related resource ISSN: 23673370; ISBN: 978-981968349-9; Language A language of the resource English Type The nature or genre of the resource Conference paper Rights Information about rights held in and over the resource Restricted Access; Hardcopy may be available in the library