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A mixed stationary autoregressive model with exponential marginals - MaRDI portal

A mixed stationary autoregressive model with exponential marginals (Q1685294)

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scientific article; zbMATH DE number 6818219
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A mixed stationary autoregressive model with exponential marginals
scientific article; zbMATH DE number 6818219

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    A mixed stationary autoregressive model with exponential marginals (English)
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    13 December 2017
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    minification processes
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    mixture models
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    exponential marginal distribution
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    autoregressive processes
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    conditional least squares estimation
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