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First order autoregressive markov processes

✍ Scribed by C.D. Lai


Publisher
Elsevier Science
Year
1978
Tongue
English
Weight
725 KB
Volume
7
Category
Article
ISSN
0304-4149

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Modelling non-normal first-order autoreg
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We shall first review some non-normal stationary first-order autoregressive models. The models are constructed with a given marginal distribution (logistic, hyperbolic secant, exponential, Laplace, or gamma) and the requirement that the bivariate joint distribution of the generated process must be s