A NEW AUTOREGRESSIVE TIME-SERIES MODEL IN EXPONENTIAL VARIABLES (NEAR(1))

被引:98
作者
LAWRANCE, AJ [1 ]
LEWIS, PAW [1 ]
机构
[1] USN, POSTGRAD SCH, DEPT OPERAT RES, MONTEREY, CA 93940 USA
关键词
D O I
10.2307/1426975
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:826 / 845
页数:20
相关论文
共 10 条
[1]   1ST-ORDER AUTOREGRESSIVE GAMMA-SEQUENCES AND POINT-PROCESSES [J].
GAVER, DP ;
LEWIS, PAW .
ADVANCES IN APPLIED PROBABILITY, 1980, 12 (03) :727-745
[2]  
GAVER DP, 1972, STOCHASTIC POINT PRO, P775
[3]   MIXED AUTOREGRESSIVE-MOVING AVERAGE EXPONENTIAL SEQUENCE AND POINT PROCESS (EARMA 1,1) [J].
JACOBS, PA ;
LEWIS, PAW .
ADVANCES IN APPLIED PROBABILITY, 1977, 9 (01) :87-104
[4]  
Lawrance A. J., 1979, 1979 Winter Simulation Conference, P301
[5]  
Lawrance A.J., 1980, POINT PROCESES QUEUE, V24, P257
[6]  
LAWRANCE AJ, 1980, J ROY STAT SOC B MET, V42, P150
[7]   TESTING FOR CORRELATION BETWEEN NON-NEGATIVE VARIATES [J].
MORAN, PAP .
BIOMETRIKA, 1967, 54 :385-&
[8]  
Raftery A. E., 1980, PUBL I STAT U PARIS, V25, P64
[9]  
RAFTERY AE, 1980, ANN SCI U CLERMONT