Article ID: | iaor1990795 |
Country: | Israel |
Volume: | 27 |
Issue: | 1 |
Start Page Number: | 1 |
End Page Number: | 7 |
Publication Date: | Mar 1990 |
Journal: | Journal of Applied Probability |
Authors: | Hutton Jane L. . |
Non-negative time series which are first-order autoregressive with a mixed exponential innovation process are studied. Properties and approximate marginal distributions for such series are found. Modifications to include exact zeroes and to increase variability so that the time series is a more realistic model of rivers which are dry for part of the year are discussed.