Constructing first order stationary autoregressive models via latent processes
UNSPECIFIED. (2002) Constructing first order stationary autoregressive models via latent processes. SCANDINAVIAN JOURNAL OF STATISTICS, 29 (4). pp. 657-663. ISSN 0303-6898Full text not available from this repository.
First order stationary autoregressive (AR(1)) models are introduced for which there exists a linear relation between the expectations of the observations, and where it is readily possible to arrange the marginal distributions to be other than normal.
|Item Type:||Journal Article|
|Subjects:||Q Science > QA Mathematics|
|Journal or Publication Title:||SCANDINAVIAN JOURNAL OF STATISTICS|
|Publisher:||BLACKWELL PUBL LTD|
|Number of Pages:||7|
|Page Range:||pp. 657-663|
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