Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models

• 18 December 2000
• journal article
• Published by Wiley in Australian & New Zealand Journal of Statistics
• Vol. 42  (4) , 479-495
• https://doi.org/10.1111/1467-842x.00143

Abstract

Keywords

• AUTOREGRESSION
• DATA ANALYSIS
• EXPONENTIAL TIME SERIES
• GAMMA TIME SERIES
• NON-GAUSSIAN TIME SERIES
• POISSON TIME SERIES.