The mixed exponential solution to the first-order autoregressive model
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Publication:3886710
DOI10.2307/3213044zbMath0443.62072MaRDI QIDQ3886710
Publication date: 1980
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213044
point processes; self-decomposability; first-order autoregressive models; dependent mixed exponential sequences; positive time series
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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