Constructing First Order Stationary Autoregressive Models via Latent Processes
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/1467-9469.00311/fullpdf
Reference15 articles.
1. Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
2. 3W. Feller (1971 ).An introduction to probability theory and its applications.2nd edn. Wiley, New York.
3. A Bayesian Analysis of Some Nonparametric Problems
4. First-order autoregressive gamma sequences and point processes
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