Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155178 | Statistics & Probability Letters | 2008 | 6 Pages |
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
Authors
S. Satheesh, E. Sandhya, K.E. Rajasekharan,