First-order autoregressive models for gamma and exponential processes (Q5750035)

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scientific article; zbMATH DE number 4184520
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First-order autoregressive models for gamma and exponential processes
scientific article; zbMATH DE number 4184520

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    First-order autoregressive models for gamma and exponential processes (English)
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    1990
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    stochastic difference equation
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    autoregressive representation
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    gamma process
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    correlation structure
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