๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On ar(1) processes with exponential white noise

โœ Scribed by Andel, J.


Book ID
118130790
Publisher
Taylor and Francis Group
Year
1988
Tongue
English
Weight
256 KB
Volume
17
Category
Article
ISSN
0361-0926

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


One-sided Simultaneous Prediction Interv
โœ M. TERESA ALPUIM ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 205 KB

This paper is concerned with the determination of simultaneous conยฎdence regions for some types of time series models. We derive recursive formulas which allow the determination of the probability for an AR(1) stationary process based on exponential inputs to lie under any sequence of constants duri