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McKenzie, Ed

Extending the correlation structure of exponential autoregressive-moving- average processes. (English) Zbl 0469.62068

J. Appl. Probab. 18, 181-189 (1981).
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Cited in 1 Review
Cited in 3 Documents

MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)

Keywords:

extending correlation structure; generation of dependent sequences of identically distributed negative exponential random variables; stationary exponential sequences; autoregressive moving average structures; stationary binary sequences
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