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Constructing first order stationary autoregressive models via latent processes
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UNSPECIFIED (2002) Constructing first order stationary autoregressive models via latent processes. SCANDINAVIAN JOURNAL OF STATISTICS, 29 (4). pp. 657-663. ISSN 0303-6898.
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Abstract
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 | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | SCANDINAVIAN JOURNAL OF STATISTICS | ||||
Publisher: | BLACKWELL PUBL LTD | ||||
ISSN: | 0303-6898 | ||||
Official Date: | December 2002 | ||||
Dates: |
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Volume: | 29 | ||||
Number: | 4 | ||||
Number of Pages: | 7 | ||||
Page Range: | pp. 657-663 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
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