A note on mixed exponential distribution with negative weights

DOI10.1016/0167-7152(91)90153-IMaRDI QIDQ808571zbMATH OpenOpenAlexFDO

Authors Vesna Jevremovic

Publication date 1991

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90153-i

zbMATH Keywords

Laplace transformautoregressive processmixed exponential distribution with negative weights

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory of statistical distributions (62E10)

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(9)

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