Two examples of nonlinear processes with a mixed exponential marginal distribution

Vesna Jevremovic

Statistics & Probability Letters, 1990, vol. 10, issue 3, 221-224

Abstract: The simple nonlinear models of autoregressive and moving average structure with a mixed exponential marginal distribution are described.

Keywords: Autoregressive; model; moving; average; model; marginal; distribution; probability; mixture (search for similar items in EconPapers)
Date: 1990
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