A note on mixed exponential distribution with negative weights

In this paper we demonstrate how the use of an autoregressive process could give a mixed exponential distribution with negative weights.

Year of publication:	1991
Authors:	Jevremovic, Vesna
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 11.1991, 3, p. 259-265
Publisher:	Elsevier
Keywords:	Mixed exponential distribution autoregressive process Laplace transform

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

Persistent link: https://www.econbiz.de/10005074794