A mixed autoregressive-moving average exponential sequence and point process (EARMA 1,1)
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Publication:4139418
DOI10.2307/1425818zbMATH Open0364.60082OpenAlexW2065674114MaRDI QIDQ4139418FDOQ4139418
Authors: P. A. Jacobs, Peter A. W. Lewis
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic processes (60G99)
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