A generalization and extension of an autoregressive model
S. Satheesh,
E. Sandhya and
K.E. Rajasekharan
Statistics & Probability Letters, 2008, vol. 78, issue 12, 1369-1374
Abstract:
Generalizations and extensions of a first order autoregressive model of Lawrance and Lewis [Lawrance, A.J., Lewis, P.A.W., 1981. A new autoregressive time series modeling in exponential variables (NEAR(1)). Adv. Appl. Probab. 13, 826-845] are considered and characterized here.
Date: 2008
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