Some simple models for continuous variate time series
By: by P.A.W. Lewis
Contributors: Naval Postgraduate School (U.S.). Dept. of Operations Research
Publisher: Naval Postgraduate School; Available from National Technical Information Service
Published: 1985
Place of publication: Monterey, Calif; Springfield, Va
Language: eng
Number of pages: 29
Subjects: TIME SERIES ANALYSIS; MATHEMATICAL MODELS
Other titles: NPS-55-85-009.
Description: A survey is given of recently developed mathematical models for continuous variate      non-Gaussian time series. The emphasis is on marginally specific models with given correlation      structure. Exponential, Gamma, Weibull, Laplace, Beta, and Mixed Exponential models are      considered for the marginal distributions of the stationary time series. Most of the models are      random coefficient, additive linear models. Some discussion of the meaning of autoregression      and linearity is given, as well as suggestions for higher-order linear residual analysis for      nonGaussian models. (Author)
Notes: Title from cover.

"NPS-55-85-009."

"June 1985."

AD A158 451.

Includes bibliographical references (p.  26-29).

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