A reversibility relationship for two Markovian time series models by stationary exponential tailed distribution (Q4305665)
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scientific article; zbMATH DE number 639176
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A reversibility relationship for two Markovian time series models by stationary exponential tailed distribution |
scientific article; zbMATH DE number 639176 |
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A reversibility relationship for two Markovian time series models by stationary exponential tailed distribution (English)
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5 January 1995
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exponential autoregression
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minification process
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non-Gaussian time series
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mutually reversible time series
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first-order autoregressive time series
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minification stationary non-negative time series
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time reversibility relationship
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exponential tail
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