scientific article; zbMATH DE number 4176280

zbMATH Open0714.62078MaRDI QIDQ3200423FDOQ3200423

Vesna Jevremovic

Publication date: 1990

Title of this publication is not available (Why is that?)

zbMATH Keywords

Laplace transformmarginal distributioncompletely monotone functionsnonlinear time series modelsdistribution of the innovation sequencefirst-order autoregressivefirst-order moving average structure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Exact distribution theory in statistics (62E15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Title not available (Why is that?)
• A Mixed Exponential Time Series Model

Cited In (3)

• On time-irreversibility and other non-linear features in time series
• A note on mixed exponential distribution with negative weights
• Generation and analysis of non-Gaussian Markov time series

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