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arXiv:math/0611878 [math.PR]AbstractReferencesReviewsResources

A Generalization and Extension of an Autoregressive Model

S Satheesh, E Sandhya, K E Rajasekharan

Published 2006-11-28Version 1

Generalizations and extensions of a first order autoregressive model of Lawrance and Lewis (1981) are considered and characterized here.

Comments: 10 pages, in .pdf format, submitted
Categories: math.PR, math.ST, stat.TH
Subjects: 60E07, 60F05, 60G10, 60G70, 62M10
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