Estimation of parameters in exponential autoregressive models

DOI10.1007/BF02889708zbMath0731.62140OpenAlexW2086377076MaRDI QIDQ3357396

No author found.

Publication date: 1984

Published in: Trabajos de Estadistica y de Investigacion Operativa (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/40778

zbMATH Keywords

second order exponential autoregressive models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Cites Work

• First-order autoregressive gamma sequences and point processes
• Unnamed Item

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