On some moving-average processes with exponentially distributed innovations

DOI10.1007/BF02589118zbMath1446.62244OpenAlexW2080372857MaRDI QIDQ3598342

Vesna Jevremovic, Jovan D. Mališić

Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02589118

zbMATH Keywords

exponential distributionbivariate exponential distributionmoving-average processmixed exponential distributionErlang's distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• An exponential moving-average sequence and point process (EMA1)
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