A Generalization and Extension of an Autoregressive Model
Probability
2007-06-13 v1 Statistics Theory
Statistics Theory
Abstract
Generalizations and extensions of a first order autoregressive model of Lawrance and Lewis (1981) are considered and characterized here.
Cite
@article{arxiv.math/0611878,
title = {A Generalization and Extension of an Autoregressive Model},
author = {S Satheesh and E Sandhya and K E Rajasekharan},
journal= {arXiv preprint arXiv:math/0611878},
year = {2007}
}
Comments
10 pages, in .pdf format, submitted