A new autoregressive time series model in exponential variables (NEAR(1))
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Publication:3942262
DOI10.2307/1426975zbMath0483.62076OpenAlexW2078763946MaRDI QIDQ3942262
Peter A. W. Lewis, Anthony J. Lawrance
Publication date: 1981
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1426975
simulationpoint processnegative correlationantithetic variablescorrelated uniform processcross-coupled processes
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05)
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