Modelling and Residual Analysis of Nonlinear Autoregressive Time Series in Exponential Variables
Author:
Affiliation:
1. University of Birmingham; England
2. Naval Postgraduate School; California USA
Publisher
Wiley
Subject
Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.2517-6161.1985.tb01344.x/fullpdf
Reference21 articles.
1. A general definition of residuals (with Discussion);Cox;J. R. Statist. Soc. B,1968
2. First order autoregressive gamma sequences and point processes;Gaver;Adv. Appl. Prob.,1980
3. A mixed autoregressive-moving average exponential sequence and point process (EARMA(1, 1));Jacobs;Adv. Appl. Prob.,1977
4. Stationary discrete autoregressive-moving average time series generated by mixtures;Jacobs;J. Time Series Analysis,1983
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