A new autoregressive time series model in exponential variables (NEAR(1))
作者： A. J. Lawrance , P. A. W. Lewis
DOI: 10.2307/1426975
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摘要: Abstract : A new time series model for exponential variables having first order autoregressive structure is presented. Unlike the recently studied standard in (EAR(1)), runs of constantly scaled values are avoidable, and two parameter allows some adjustment nonreversibility effects sample path behavior. The further developed by use cross-coupling antithetic ideas to allow negative dependency. Joint distributions autocorrelations investigated. transformed version has a uniform marginal distribution its correlation regression structures also obtained. Estimation aspects models briefly considered. (Author)
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sci-hub.se 参考文章(7)
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