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zbMath0714.62078MaRDI QIDQ3200423

Vesna Jevremovic

Publication date: 1990

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Laplace transform nonlinear time series models marginal distribution completely monotone functions distribution of the innovation sequence first-order autoregressive first-order moving average structure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15)

Related Items (1)

A note on mixed exponential distribution with negative weights

Cites Work

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