Article ID Journal Published Year Pages File Type
1155178 Statistics & Probability Letters 2008 6 Pages PDF
Abstract
Generalizations and extensions of a first order autoregressive model of Lawrance and Lewis [Lawrance, A.J., Lewis, P.A.W., 1981. A new autoregressive time series modeling in exponential variables (NEAR(1)). Adv. Appl. Probab. 13, 826-845] are considered and characterized here.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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