scientific article; zbMATH DE number 4176281

zbMATH Open0714.62079MaRDI QIDQ3200424FDOQ3200424

Authors: Biljana Popović 

Publication date: 1990

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

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zbMATH Keywords

time seriesexponential marginalsFAREX (1) models

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (3)

• The FEXP estimator for potentially non-stationary linear time series.
• Title not available (Why is that?)
• Maximum likelihood estimation for the FAREX(1) model

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