The mixed exponential solution to the first-order autoregressive model

DOI10.2307/3213044zbMath0443.62072OpenAlexW4234926207MaRDI QIDQ3886710

Anthony J. Lawrance

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

zbMATH Keywords

point processesself-decomposabilityfirst-order autoregressive modelsdependent mixed exponential sequencespositive time series

Mathematics Subject Classification ID

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

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