A Mixed Exponential Time Series Model

DOI10.1287/MNSC.28.9.1045zbMATH Open0493.60098OpenAlexW1984206646MaRDI QIDQ3956201FDOQ3956201

Authors: A. J. Lawrance, Peter A. W. Lewis 

Publication date: 1982

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.28.9.1045

zbMATH Keywords

waiting timesqueuing modelsinterarrival timesfirst-order stochastic difference equationdependent mixed exponential sequencemixed exponential time series modelNMEAR (1)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Cited In (4)

• Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
• Title not available (Why is that?)
• Random self-decomposability and autoregressive processes
• Mittag-Leffler process

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