Extending the correlation structure of exponential autoregressive–moving-average processes
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Publication:3923455
DOI10.2307/3213178zbMath0469.62068OpenAlexW2313618703MaRDI QIDQ3923455
Publication date: 1981
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213178
stationary binary sequencesautoregressive moving average structuresextending correlation structuregeneration of dependent sequences of identically distributed negative exponential random variablesstationary exponential sequences
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