Lindley first-order autoregressive model with applications
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Publication:2817129
DOI10.1080/03610926.2014.935429zbMath1347.62189OpenAlexW2473246711MaRDI QIDQ2817129
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Publication date: 29 August 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.935429
estimationautocorrelation functionLindley distributionconditional statistical measuresnon Gaussian autoregressive process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Stationary stochastic processes (60G10)
Related Items (3)
On a Class of Time Series Model with Double Lindley Distribution as Marginals ⋮ Probability density function of the local score position ⋮ Unnamed Item
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