Simulation of negative binomial processes (Q3349823)

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Simulation of negative binomial processes
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    Simulation of negative binomial processes (English)
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    1989
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    autoregressive moving-average processes
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    negative binomial distribution
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    gamma distribution
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    correlated negative binomial variantes
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    Poisson process
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    first-order autoregressive gamma sequence
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    long-term correlation structure
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    mixed autoregressive moving-average process
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