Estimation of parameters of RCA with exponential marginals.
Publications de l 'Institut Mathématique. Nouvelle Série, 54(68) (1993), p. 135.

Voir la notice de l'article dans European Digital Mathematics Library

Classification : 62F10, 62F12, 62M10
Mots-clés : method of least squares, generalized first order autoregressive time series, exponential marginals, FAREX(1) 
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     author = {Popovi\'c, Biljana},
     title = {Estimation of parameters of {RCA} with exponential marginals.},
     journal = {Publications de l 'Institut Math\'ematique. Nouvelle S\'erie},
     pages = {135},
     publisher = {mathdoc},
     volume = {54(68)},
     year = {1993},
     zbl = {0805.62083},
     language = {en},
     url = {https://geodesic-test.mathdoc.fr/item/PIM2_1993__54(68)_257926/}
}
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Popović, Biljana. Estimation of parameters of RCA with exponential marginals.. Publications de l 'Institut Mathématique. Nouvelle Série, 54(68) (1993), p. 135. https://geodesic-test.mathdoc.fr/item/PIM2_1993__54(68)_257926/