A Bivariate First-Order Autoregressive Time Series Model in Exponential Variables (BEAR(1)) (Q4732006)
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scientific article; zbMATH DE number 4117701
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| 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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0.86044395
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0.8585853
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0.8495907
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0.84574604
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0.8451369
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0.8433243
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