A mixed autoregressive-moving average exponential sequence and point process (EARMA 1,1)

DOI10.2307/1425818zbMath0364.60082OpenAlexW2065674114MaRDI QIDQ4139418

Publication date: 1977

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1425818

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic processes (60G99)

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