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First order autoregressive time series with negative binomial and geometric marginals

✍ Scribed by Al-Osh, Mohamed A.; Aly, Emad-Eldin A.A.


Book ID
118067539
Publisher
Taylor and Francis Group
Year
1992
Tongue
English
Weight
303 KB
Volume
21
Category
Article
ISSN
0361-0926

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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