Infrence for non-negative autoregressive schemes
- 1 January 1986
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 15 (8) , 2267-2293
- https://doi.org/10.1080/03610928608829248
Abstract
The object of this paper is the statistical analysis of Several Closely related models arising in water quality analysis. In particular, concern is with the autoregressive scheme Xr = ρXr−1 + Yr where 0 < ρ < 1 and Y's are i.i.d, and non-negative. The estimation and testing problem is considered for three parametric models - Gaussian, uniform and exponential - as well as for the nonparametric case where it is assumed that the Y's have a positive continuous distribution.Keywords
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