Infrence for non-negative autoregressive schemes |
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| Authors: | CB Bell EP Smith |
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| Institution: | 1. Department of Mathematics and School of Public Health , San Diego State Universit , San Diego, 92182, CA;2. Department of Statistic , Virginia Polytechnic Institute and State University , Blacksburg, 24061, VA |
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| Abstract: | The object of this paper is the statistical analysis of Several Closely related models arising in water quality analysis. In particular, concern is with the autoregressive scheme Xr = ρXr?1 + Yr where 0 < ρ < 1 and Y's are i.i.d, and non-negative. The estimation and testing problem is considered for three parametric models - Gaussian, uniform and exponential - as well as for the nonparametric case where it is assumed that the Y's have a positive continuous distribution. |
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| Keywords: | time series water quality nonparametric exponentiel distribution uniform distribution |
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