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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