scientific article; zbMATH DE number 3936302

MaRDI QIDQ3707196zbMATH OpenFDO

Authors

Publication date 1985

zbMATH Keywords

forecastingleast squares approachsecond order exponential autoregressive modelsspecified marginal exponential distributiontime series

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(8)

• PARAMETER ESTIMATION IN EXPONENTIAL MODELS
• scientific article; zbMATH DE number 4215089 (Why is no real title available?)
• scientific article; zbMATH DE number 4158415 (Why is no real title available?)
• scientific article; zbMATH DE number 952098 (Why is no real title available?)
• Test and Analysis for Comovement-Locomotive Hypothesis
• scientific article; zbMATH DE number 5220389 (Why is no real title available?)
• On Parameter Estimation for Exponential Dispersion Arma Models
• Estimating parameters in the damped exponential model

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