scientific article; zbMATH DE number 4086820

MaRDI QIDQ3814602zbMATH OpenFDO

Authors Jiří Anděl, Karel Zvára

Publication date 1988

Full work available at URL http://www.kybernetika.cz/content/1988/5/372

zbMATH Keywords

AR(1) processautoregressive first order processexpectationexponential distributionstandard deviationwhite noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical tables (62Q05)

Recommendations

• On ar(1) processes with exponential white noise
• Bayesian estimation of an AR(1) process with exponential white noise
• On three classes of time series involving exponential distribution
• ESTIMATION OF THE PARAMETERS OF AN EAR(p) PROCESS
• Estimation of the first-order autoregressive model with contaminated exponential white noise

Cites work

• Infrence for non-negative autoregressive schemes
• On ar(1) processes with exponential white noise

Cited in

(2)

• On ar(1) processes with exponential white noise
• scientific article; zbMATH DE number 179179 (Why is no real title available?)

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