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Al-Osh, Mohamed A.; Aly, Emad-Eldin A. A.

First order autoregressive time-series with negative binomial and geometric marginals. (English) Zbl 0775.62225

Commun. Stat., Theory Methods 21, No. 9, 2483-2492 (1992).

Cited in 72 Documents

MSC:

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

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[14] DOI: 10.1111/j.1467-9892.1988.tb00457.x · Zbl 0638.62083 · doi:10.1111/j.1467-9892.1988.tb00457.x
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