A class of autoregressive processes

DOI10.1016/J.SPL.2007.12.019zbMath1152.62368OpenAlexW1984121822MaRDI QIDQ945761

B. E. Eshmatov

Publication date: 17 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.12.019

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Cites Work

• Minification processes and their transformations
• Pareto processes
• An exponential Markovian stationary process
• Autoregressive logistic processes

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