A circular stochastic process with asymmetric errors

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Time series of circular data arise in a number of scientific fields. For example, a series of wind directions measured hourly at a weather station can be considered an example of time series of circular data. Another example is a time series of directions of movements of migratory birds observed in biology. In our study we have proposed a circular autoregressive process with asymmetric angular errors and investigated some properties of the proposed process. An application of the proposed model has been briefly discussed.