A first-order AR model for non-Gaussian time series
- 6 January 2003
- proceedings article
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- p. 1534-1537
- https://doi.org/10.1109/icassp.1988.196896
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
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- A new Laplace second-order autoregressive time-series model--NLAR(2)IEEE Transactions on Information Theory, 1985
- Interpolative DPCMIEEE Transactions on Communications, 1984
- Time-reversibility of linear stochastic processesJournal of Applied Probability, 1975