Two examples of nonlinear processes with a mixed exponential marginal distribution

The simple nonlinear models of autoregressive and moving average structure with a mixed exponential marginal distribution are described.

Year of publication:	1990
Authors:	Jevremovic, Vesna
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 10.1990, 3, p. 221-224
Publisher:	Elsevier
Keywords:	Autoregressive model moving average model marginal distribution probability mixture

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

Persistent link: https://www.econbiz.de/10005314011