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Original Articles

On ar(1) processes with exponential white noise

Pages 1481-1495 | Received 01 Apr 1987, Published online: 27 Jun 2007

References

  • Andel , J. 1987 . On linear processes with given moments . Journal of Time Series Analysis , To appear in
  • Bell , C.B. and Smith , E.P. 1986 . Inference for non-negative autoregressive schemes . Commun. Statist.-Thsor. Moth , 15 ( 8 ) : 2267 – 2293 .
  • Gaver , D.P. and Lewis , P.A.W. 1980 . First order autoregressive Gamma sequences and point processes . Adv. Appl. Prob , 12 ( 8 ) : 727 – 745 .

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