A mixed stationary autoregressive model with exponential marginals

DOI10.1007/S00362-016-0741-3zbMATH Open1416.62521OpenAlexW2334189031WikidataQ115607890 ScholiaQ115607890MaRDI QIDQ1685294FDOQ1685294

Authors: B. V. Popović, Miroslav M. Ristić, Narayana Balakrishna 

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

Recommendations

• scientific article; zbMATH DE number 4102343
• scientific article; zbMATH DE number 4102345
• Publication:3481122
• Exponential-gamma autoregressive process
• scientific article; zbMATH DE number 4026622

zbMATH Keywords

mixture modelsautoregressive processesminification processesconditional least squares estimationexponential marginal distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Cites Work

• On a Mixture Autoregressive Model
• A mixed INAR(p) model
• Simulation of weibull and gamma autoregressive stationary process
• First-order autoregressive gamma sequences and point processes
• Marshall-Olkin extended uniform distribution
• An exponential Markovian stationary process
• Estimation in nonlinear time series models
• Pareto processes
• Semi-Pareto processes
• Minification processes and their transformations
• Autoregressive logistic processes
• A generalized semi-Pareto minification process
• A time-reversibility relationship between two Markov chains with exponential stationary distributions

Cited In (4)

• Random coefficient minification processes
• Estimating function method for nonnegative autoregressive models
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: A mixed stationary autoregressive model with exponential marginals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1685294)