Arslan, OlcayTuaç, Yetkin2022-06-022022-06-022014http://hdl.handle.net/20.500.12575/80866In autoregressive models errors are usually assume to be normal. However in real life data this assumption is not often plausible. In this study, we assume that the errors of regression model have autoregressive structure. With this assumption the parameter estimations in regression model with autoregressive errors will be done under the assumption that error distribution is heavy tailed and skewed. The performance of the purposed estimators will be illustrated with a small simulation study and a real data example.tristatistikmasterThesis