Dewald, Lee S.; Lewis, Peter A. W.; McKenzie, Ed - In: Management Science 35 (1989) 10, pp. 1236-1246
A simple time series model for bivariate exponential variables having first-order autoregressive structure is presented, the BEAR(1) model. The linear random coefficient difference equation model is an adaptation of the New Exponential Autoregressive model (NEAR(2)). The process is Markovian in...
