Bivariate exponential and geometric autoregressive and autoregressive moving average models (Q3806624)

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Bivariate exponential and geometric autoregressive and autoregressive moving average models
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    Bivariate exponential and geometric autoregressive and autoregressive moving average models (English)
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    1988
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    multivariate time series
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    autoregressive moving average models
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    association
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    joint stationarity
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    BEAR models
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    bivariate
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    ARMA sequences
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    exponential marginals
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    BEARMA models
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    geometric marginals
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    BGARMA models
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    positive dependence
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    autocorrelation structure
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    BGAR models
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