On ar(1) processes with exponential white noise (Q3780318)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On ar(1) processes with exponential white noise |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On ar(1) processes with exponential white noise |
scientific article |
Statements
On ar(1) processes with exponential white noise (English)
0 references
1988
0 references
exponential white noise
0 references
time series
0 references
non-negative schemes
0 references
autoregressive model
0 references
exponential distribution
0 references
moments of the stationary distribution
0 references
maximum likelihood estimator
0 references
confidence interval
0 references
