A Generalization and Extension of an Autoregressive Model

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Generalizations and extensions of a first order autoregressive model of Lawrance and Lewis (1981) are considered and characterized here.
10 pages, in .pdf format, submitted

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Probability, Statistics Theory, 60E07, 60F05, 60G10, 60G70, 62M10

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http://salesiana.dossiersoluciones.com/handle/123456789/131269

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0611878
 http://arxiv.org/abs/math/0611878

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arXiv