On ar(1) processes with exponential white noise

DOI10.1080/03610928808829693zbMath0639.62082OpenAlexW2048043560MaRDI QIDQ3780318

Jiří Anděl

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829693

zbMATH Keywords

exponential distributiontime seriesmaximum likelihood estimatorconfidence intervalautoregressive modelexponential white noisemoments of the stationary distributionnon-negative schemes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Exact distribution theory in statistics (62E15)

Related Items (21)

Unnamed Item ⋮ THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS ⋮ Estimation of parameters and the mean life of a mixed failure time distribution ⋮ Nonlinear nonnegative ar(1) processes ⋮ Nonlinear positive ar(2) processes ⋮ A note on the residual empirical process in autoregressive models ⋮ BAYESian Analysis of an Autoregressiye Process with Exponential White Noise ⋮ Bayesian prediction in threshold autoregressive models with exponential white noise ⋮ Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation ⋮ Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions ⋮ Unnamed Item ⋮ An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process ⋮ NON-NEGATIVE AUTOREGRESSIVE PROCESSES ⋮ Large deviations for Bayesian estimators in first-order autoregressive processes ⋮ The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure ⋮ Autoregressive models with mixture of scale mixtures of Gaussian innovations ⋮ ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER ⋮ Bayesian estimation of an AR(1) process with exponential white noise ⋮ On the estimation of missing values in AR(1) model with exponential innovations ⋮ Estimation of autoregressive models with epsilon-skew-normal innovations ⋮ Unnamed Item

Cites Work

• Infrence for non-negative autoregressive schemes
• First-order autoregressive gamma sequences and point processes

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