scientific article; zbMATH DE number 4026622

MaRDI QIDQ3768221zbMATH OpenFDO

Authors Jovan D. Mališić

Publication date 1987

zbMATH Keywords

AR(n) modelAREX(n) modelsdistribution of the innovation sequenceEAR(n)exponential marginal distributionexponential variablesn-th order autoregressive structureNEAR(n)new time series modelspositive-valued time seriesprobability mixturestationaryTEAR(n) models

Mathematics Subject Classification ID

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

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