Publication:3702333
From MaRDI portal
zbMath0579.62075MaRDI QIDQ3702333
Anthony J. Lawrance, Peter A. W. Lewis
Publication date: 1985
random; modelling; maximum likelihood estimation; reversibility; residual analysis; moment estimators; best predictor; best linear predictor; Weibull distributions; power transformations; nonlinear autoregressive time series; exponential variables; directionality; non-Gaussian time series models; coefficient models; data sequence on wind velocity; linear residual; marginal exponential distribution
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
62M15: Inference from stochastic processes and spectral analysis
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