A Note on the Innovation Distribution of a Gamma Distributed Autoregressive Process (Q2742768)

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A Note on the Innovation Distribution of a Gamma Distributed Autoregressive Process
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    A Note on the Innovation Distribution of a Gamma Distributed Autoregressive Process (English)
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    23 September 2001
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    autoregressive processes
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    gamma distributions
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    Poisson distributions
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    shot-noise processes
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