A generalization and extension of an autoregressive model

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.

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Year of publication:	2008
Authors:	Satheesh, S. ; Sandhya, E. ; Rajasekharan, K.E.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 12, p. 1369-1374
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074705