๐”– Bobbio Scriptorium
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On the non-negative first-order exponential bilinear time series model

โœ Scribed by I. Pereira; M.G. Scotto


Book ID
108267307
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
187 KB
Volume
76
Category
Article
ISSN
0167-7152

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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