A new autoregressive time series model in exponential variables (NEAR(1))
- 1 December 1981
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 13 (4), 826-845
- https://doi.org/10.2307/1426975
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- First-order autoregressive gamma sequences and point processesAdvances in Applied Probability, 1980
- The Exponential Autoregressive-Moving Average Earma(P,Q) ProcessJournal of the Royal Statistical Society Series B: Statistical Methodology, 1980
- On a stochastic difference equation and a representation of non–negative infinitely divisible random variablesAdvances in Applied Probability, 1979
- A mixed autoregressive-moving average exponential sequence and point process (EARMA 1,1)Advances in Applied Probability, 1977
- Testing for correlation between non-negative variatesBiometrika, 1967