๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

REPLICATED OBSERVATIONS OF LOW ORDER AUTOREGRESSIVE TIME SERIES

โœ Scribed by A. Azzalini


Book ID
111039387
Publisher
John Wiley and Sons
Year
1981
Tongue
English
Weight
314 KB
Volume
2
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Modelling non-normal first-order autoreg
โœ C. H. Sim ๐Ÿ“‚ Article ๐Ÿ“… 1994 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 684 KB

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