A Note on the Innovation Distribution of a Gamma Distributed Autoregressive Process (Q2742768): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9469.00208 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2004690464 / rank | |||
Normal rank | |||
Latest revision as of 20:41, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on the Innovation Distribution of a Gamma Distributed Autoregressive Process |
scientific article |
Statements
A Note on the Innovation Distribution of a Gamma Distributed Autoregressive Process (English)
0 references
23 September 2001
0 references
autoregressive processes
0 references
gamma distributions
0 references
Poisson distributions
0 references
shot-noise processes
0 references
