A note on mixed exponential distribution with negative weights

DOI10.1016/0167-7152(91)90153-IMaRDI QIDQ808571zbMATH OpenOpenAlexFDO

Authors Vesna Jevremovic

Publication date 1991

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90153-i

zbMATH Keywords

Laplace transformautoregressive processmixed exponential distribution with negative weights

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory of statistical distributions (62E10)

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Cited in

(9)

• Tests of exponentiality based on Arnold-Villasenor characterization and their efficiencies
• Asymptotic efficiency of new exponentiality tests based on a characterization
• Exponentiality tests based on Basu characterization
• Unbiased estimation of reliability function from a mixture of two exponential distributions based on a single observation
• Time series with discrete semistable marginals
• New \(L^2\)-type exponentiality tests
• Efficiency of exponentiality tests based on a special property of exponential distribution
• scientific article; zbMATH DE number 4102343 (Why is no real title available?)
• scientific article; zbMATH DE number 1248050 (Why is no real title available?)

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