A mixed stationary autoregressive model with exponential marginals

DOI10.1007/s00362-016-0741-3zbMath1416.62521WikidataQ115607890 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

zbMATH Keywords

autoregressive processes; mixture models; minification processes; conditional least squares estimation; exponential marginal distribution

Mathematics Subject Classification ID

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

62P12: Applications of statistics to environmental and related topics

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