A note on mixed exponential distribution with negative weights

Vesna Jevremovic

Statistics & Probability Letters, 1991, vol. 11, issue 3, 259-265

Abstract: In this paper we demonstrate how the use of an autoregressive process could give a mixed exponential distribution with negative weights.

Keywords: Mixed; exponential; distribution; autoregressive; process; Laplace; transform (search for similar items in EconPapers)
Date: 1991
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