A mixed stationary autoregressive model with exponential marginals
Publication:1685294
DOI10.1007/s00362-016-0741-3zbMath1416.62521OpenAlexW2334189031WikidataQ115607890 ScholiaQ115607890MaRDI QIDQ1685294
Miroslav M. Ristić, Narayana Balakrishna, Božidar V. Popović
Publication date: 13 December 2017
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0741-3
autoregressive processesmixture modelsminification processesconditional least squares estimationexponential marginal distribution
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)
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