A characterization of the innovations of first order autoregressive models
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00184-014-0497-5.pdf
Reference10 articles.
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3. Gaver DP, Lewis PAW (1980) First-order autoregressive gamma sequences and point processes. Adv Appl Probab 12:727–745
4. Granger CWJ, Newbold P (1976) Forecasting transformed series. J R Stat Soc B 2:189–203
5. Jayakumar K, Kalyanaraman K, Pillai RN (1995) $$\alpha $$ α -Laplace processes. Math Comput Model 22:109–116
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