Generalized exponential autoregressive models for nonlinear time series: Stationarity, estimation and applications

Guang-yong Chen, Min Gan, Guo-Long Chen. Generalized exponential autoregressive models for nonlinear time series: Stationarity, estimation and applications. Inf. Sci., 438:46-57, 2018. [doi]

@article{ChenGC18-1,
  title = {Generalized exponential autoregressive models for nonlinear time series: Stationarity, estimation and applications},
  author = {Guang-yong Chen and Min Gan and Guo-Long Chen},
  year = {2018},
  doi = {10.1016/j.ins.2018.01.029},
  url = {https://doi.org/10.1016/j.ins.2018.01.029},
  researchr = {https://researchr.org/publication/ChenGC18-1},
  cites = {0},
  citedby = {0},
  journal = {Inf. Sci.},
  volume = {438},
  pages = {46-57},
}