共查询到1条相似文献,搜索用时 15 毫秒
1.
P. A. W. Lewis 《Journal of the American Water Resources Association》1985,21(4):635-644
ABSTRACT: A survey is given of recently developed 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 non–Gaussian models. 相似文献