Tables for A R ( 1 ) processes with exponential white noise

Jiří Anděl; Karel Zvára

Kybernetika (1988)

  • Volume: 24, Issue: 5, page 372-377
  • ISSN: 0023-5954

How to cite

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Anděl, Jiří, and Zvára, Karel. "Tables for $AR(1)$ processes with exponential white noise." Kybernetika 24.5 (1988): 372-377. <http://eudml.org/doc/28779>.

@article{Anděl1988,
author = {Anděl, Jiří, Zvára, Karel},
journal = {Kybernetika},
keywords = {autoregressive first order process; AR(1) process; white noise; exponential distribution; expectation; standard deviation},
language = {eng},
number = {5},
pages = {372-377},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Tables for $AR(1)$ processes with exponential white noise},
url = {http://eudml.org/doc/28779},
volume = {24},
year = {1988},
}

TY - JOUR
AU - Anděl, Jiří
AU - Zvára, Karel
TI - Tables for $AR(1)$ processes with exponential white noise
JO - Kybernetika
PY - 1988
PB - Institute of Information Theory and Automation AS CR
VL - 24
IS - 5
SP - 372
EP - 377
LA - eng
KW - autoregressive first order process; AR(1) process; white noise; exponential distribution; expectation; standard deviation
UR - http://eudml.org/doc/28779
ER -

References

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  1. J. Anděl, On AR(1) processes with exponential white noise, Comm. Statist. A -- Theory Methods 17 (1988), 5, 1481-1495. (1988) Zbl0639.62082MR0945799
  2. C. B. Bell, E. P. Smith, Inference for non-negative autoregressive schemes, Comm. Statist. A -- Theory Methods 15 (1986), 8, 2267-2293. (1986) Zbl0604.62087MR0853011

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