A Generalization and Extension of an Autoregressive Model

2006/11/28 by S. Satheesh, S Satheesh, Satheesh, S +5
Economics, Econometrics and Finance · Mathematics · #60E07 #60F05 #60G10 #60G70 #62M10 #Complex Systems and Time Series Analysis #FOS: Mathematics #Probability (math.PR) #Statistical Methods and Inference #Statistics Theory (math.ST) #math.PR #math.ST #msc:60E07 #msc:60F05 #msc:60G10 #msc:60G70 #msc:62M10 #stat.TH

paper · pdf · doi:10.48550/arxiv.math/0611878

10 pages, in .pdf format, submitted

arxiv created 2006/11/28 · openalex publication_date 2006/11/28 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Generalizations and extensions of a first order autoregressive model of Lawrance and Lewis (1981) are considered and characterized here.

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