Simulation of weibull and gamma autoregressive stationary process

DOI10.1080/03610918608812565zbMath0612.62129OpenAlexW2079591536MaRDI QIDQ3753353

C. H. Sim

Publication date: 1986

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918608812565

zbMATH Keywords

time seriespower-function distributionautoregressive gammaautoregressive Weibullnon-Gaussian first-order autoregressive Markovian processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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