Estimation of parameters in exponential autoregressive models

DOI10.1007/BF02889708MaRDI QIDQ3357396zbMATH OpenOpenAlexFDO

Authors

Publication date 1984

Published in Trabajos de Estadistica y de Investigacion Operativa (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/40778

zbMATH Keywords

second order exponential autoregressive models

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• First-order autoregressive gamma sequences and point processes
• scientific article; zbMATH DE number 3675177 (Why is no real title available?)

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