Geodesic
Estimation of Parameters of RCA with Exponential Marginals
Publications de l'Institut Mathématique, _N_S_54 (1993) no. 68, p. 135 .

Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

The estimation of parameters of time series whose marginal distribution is exponential with parameter $\mu$, $\mu>0$ is somewhat more complicated than the estimation of parameters of Gaussian time series. One possible approach using the method of least squares is given. Namely, the method of least squares is applied in two steps for estimating the parameters of generalized first order autoregressive time series with exponential marginals. A special case of estimating parameters of the model FAREX (1) is also given.
Classification : 62F10 62F12 
@article{PIM_1993_N_S_54_68_a16,
     author = {Biljana \v{C}. Popovi\'c},
     title = {Estimation of {Parameters} of {RCA} with {Exponential} {Marginals}},
     journal = {Publications de l'Institut Math\'ematique},
     pages = {135 },
     publisher = {mathdoc},
     volume = {_N_S_54},
     number = {68},
     year = {1993},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/PIM_1993_N_S_54_68_a16/}
}
TY  - JOUR
AU  - Biljana Č. Popović
TI  - Estimation of Parameters of RCA with Exponential Marginals
JO  - Publications de l'Institut Mathématique
PY  - 1993
SP  - 135 
VL  - _N_S_54
IS  - 68
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/PIM_1993_N_S_54_68_a16/
LA  - en
ID  - PIM_1993_N_S_54_68_a16
ER  - 
%0 Journal Article
%A Biljana Č. Popović
%T Estimation of Parameters of RCA with Exponential Marginals
%J Publications de l'Institut Mathématique
%D 1993
%P 135 
%V _N_S_54
%N 68
%I mathdoc
%U http://geodesic.mathdoc.fr/item/PIM_1993_N_S_54_68_a16/
%G en
%F PIM_1993_N_S_54_68_a16
Biljana Č. Popović. Estimation of Parameters of RCA with Exponential Marginals. Publications de l'Institut Mathématique, _N_S_54 (1993) no. 68, p. 135 . http://geodesic.mathdoc.fr/item/PIM_1993_N_S_54_68_a16/