A Bivariate First-Order Autoregressive Time Series Model in Exponential Variables (BEAR(1)) (Q4732006): Difference between revisions
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Revision as of 17:08, 5 March 2024
scientific article; zbMATH DE number 4117701
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bivariate First-Order Autoregressive Time Series Model in Exponential Variables (BEAR(1)) |
scientific article; zbMATH DE number 4117701 |
Statements
A Bivariate First-Order Autoregressive Time Series Model in Exponential Variables (BEAR(1)) (English)
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1989
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bivariate exponential variables
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first-order autoregressive structure
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BEAR(1) model
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linear random coefficient difference equation model
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New Exponential Autoregressive model
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NEAR(2)
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Gaussian AR(1) bivariate time series model
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correlation structure of ARMA(2,1) models
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