Un processus autorégressif à loi marginale exponentielle. Propriétés asymptotiques et estimation de maximum de vraisemblance
Annales scientifiques de l'Université de Clermont. Mathématiques (1981)
- Volume: 69, Issue: 19, page 149-159
- ISSN: 0249-7042
Access Full Article
topHow to cite
topRaftery, A.. "Un processus autorégressif à loi marginale exponentielle. Propriétés asymptotiques et estimation de maximum de vraisemblance." Annales scientifiques de l'Université de Clermont. Mathématiques 69.19 (1981): 149-159. <http://eudml.org/doc/80499>.
@article{Raftery1981,
author = {Raftery, A.},
journal = {Annales scientifiques de l'Université de Clermont. Mathématiques},
keywords = {autoregressive processes; exponential marginal law},
language = {fre},
number = {19},
pages = {149-159},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Un processus autorégressif à loi marginale exponentielle. Propriétés asymptotiques et estimation de maximum de vraisemblance},
url = {http://eudml.org/doc/80499},
volume = {69},
year = {1981},
}
TY - JOUR
AU - Raftery, A.
TI - Un processus autorégressif à loi marginale exponentielle. Propriétés asymptotiques et estimation de maximum de vraisemblance
JO - Annales scientifiques de l'Université de Clermont. Mathématiques
PY - 1981
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 69
IS - 19
SP - 149
EP - 159
LA - fre
KW - autoregressive processes; exponential marginal law
UR - http://eudml.org/doc/80499
ER -
References
top- 1 Billingsley, P. (1968). Convergence of probability measures, Wiley, New York. Zbl0172.21201MR233396
- 2 Doob, J.L. (1953). Stochastic processes, Wiley, New York, p. 489. Zbl0053.26802MR58896
- 3 Erdelyi, A., Magnus, W., Oberhettinger, F., Tricani, F.G. (1955). Higher transcendental functions, vol. 3, McGraw-Hill, New York, p. 176. Zbl0064.06302
- 4 Gaver, D.P., Lewis, P.A.W. (1975-80). "First order autoregressive gamma sequences ", J. Appl. Prob. A paraître. Zbl0453.60048
- 5 Jacobs, P.A. (1978). "A closed cyclic queueing network with dependent exponential service times", J. Appl. Prob.15, 573-589. Zbl0383.60091MR494562
- 6 Jacobs, P.A., Lewis, P.A.W. (1977). A mixed autoregressivemoving average exponential sequence and point process (EARMA 1,1)Adv. Appl. Prob.9, 87-104. Zbl0364.60082MR428435
- 7 Johnson, N.L., Kotz, S. (1970). Continuous univariate distributions-1, Houghton Mifflin, Boston, p. 222. Zbl0821.62001
- 8 Lawrance, A.J. (1979). "Some autoregressive models for point processes ", Proc. Bolyai Janos Math. Soc. Colloq. on Point Processes and Queueing theory, North-Holland. A paraître. Zbl0458.60050MR617410
- 9 Lawrance, A.J., Lewis, P.A.W. (1977). "A moving average exponential point process (EMA 1)", J. Appl. Prob.14, 98-113. Zbl0442.60051MR428434
- 10 Lewis, P.A.W., Shedler, G.S. (1977). "Analysis and modelling of point processes in computer systems", Proc. 41st Session Int. Statist. Inst.
- 11 Loève, M. (1963). Probability theory, 3rd ed., Van Nostrand, Princeton, p. 387. Zbl0095.12201MR203748
- 12 Rosenblatt, M. (1971). Markov processes. Structure and asymptotic behaviour, Springer-Verlag, Berlin, ch. 7. Zbl0236.60002MR329037
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.