A mixed stationary autoregressive model with exponential marginals
type: Item
instance of: scholarly article
title: A mixed stationary autoregressive model with exponential marginals
zbMATH Open document ID: 1416.62521
author: B. V. Popović
author: Miroslav M. Ristić
author: Narayana Balakrishna
published in: Statistical Papers
publication date: 2017-12-13T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P12
zbMATH DE Number: 6818219
zbMATH Keywords: minification processes
zbMATH Keywords: mixture models
zbMATH Keywords: exponential marginal distribution
zbMATH Keywords: autoregressive processes
zbMATH Keywords: conditional least squares estimation
Wikidata QID: Q115607890
MaRDI profile type: Publication
full work available at URL: s00362-016-0741-3
OpenAlex ID: W2334189031
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DOI: 10.1007/S00362-016-0741-3
description: scientific article; zbMATH DE number 6818219