First-order autoregressive gamma sequences and point processes
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Probability distributions: general theory (60E05) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)
Cited in
(only showing first 100 items - show all)- Bivariate semi \(\alpha \)-Laplace distribution and processes
- Point processes and multivariate extreme values
- Prediction for some non-Gaussian autoregressive schemes
- Stationarity of GARCH processes and of some nonnegative time series
- Estimation for a class of positive nonlinear time series models
- Smoothing non-Gaussian time series with autoregressive structure.
- Specialised class \(L\) property and stationary autoregressive process
- Simulation of a stationary autoregression: A characterization of the normal distribution
- Modelling some stationary Markov processes and related characterizations
- A reversibility relationship
- A mixed stationary autoregressive model with exponential marginals
- Riverflow and reservoir storage models
- A class of stationary Markov processes
- A bivariate uniform autoregressive process
- An autoregressive process with geometric -Laplace marginals
- Discrete Mittag-Leffler distributions
- -Laplace processes
- Modelling and forecasting wind speed intensity for weather risk management
- Random self-decomposability and autoregressive processes
- Queue length in a queuing system with dependent service times
- Multivariate transformed Gaussian processes
- A characterization of the innovations of first order autoregressive models
- Extreme value autoregressive model and its applications
- System availability behavior of some stationary dependent sequences
- On a class of bivariate exponential distributions
- A time-series model using asymmetric Laplace distribution
- A Beta-Gamma autoregressive process of the second-order (BGAR(2))
- Max-semi-selfdecomposable laws and related processes
- On the ordering of credibility factors
- On normal-Laplace stochastic volatility model
- Lindley first-order autoregressive model with applications
- Time series models associated with Mittag-Leffler type distributions and its properties
- Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach
- Generalized Laplacian distributions and autoregressive processes
- On an AR(1) time series model with marginal two parameter Wright inverse-gamma distribution
- A latent process model for temporal extremes
- Estimation of the mean of some stationary markov sequences
- Exceedances of records
- Correlated Bivariate Sequences for Queueing and Reliability Applications
- BAYESian Analysis of an Autoregressiye Process with Exponential White Noise
- Latent process modelling of threshold exceedances in hourly rainfall series
- Simulation of negative binomial processes
- Estimation of parameters in exponential autoregressive models
- Estimation of the limiting availability of a repairable series system with stationary dependent sequences
- Tail behavior of the queue size and waiting time in a queue with discrete autoregressive arrivals
- scientific article; zbMATH DE number 4149411 (Why is no real title available?)
- Properties and comparison of estimation methods in a log-linear generalized linear mixed model
- Estimation on a GAR(1) Process by the EM Algorithm
- A generalization to bivariate Mittag-Leffler and bivariate discrete Mittag-Leffler autoregressive processes
- A Bivariate Beta-Gamma Autoregressive Process (BVBGAR(1))
- Infrence for non-negative autoregressive schemes
- ON LINEAR PROCESSES WITH GIVEN MOMENTS
- On ar(1) processes with exponential white noise
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- Integer-valued moving average (INMA) process
- STATIONARITY OF THE SOLUTION OF Xt= AtXt-1+ εtAND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES
- The likelihood functions of some autoregressive time series
- scientific article; zbMATH DE number 3759245 (Why is no real title available?)
- The strong approximation of extremal processes (II)
- Bayesian analysis of non-negative ar(2) processes
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
- First order autoregressive time series with negative binomial and geometric marginals
- A minimum cost exponential cusum test
- Parameter Estimation in Minification Processes
- Product autoregressive models for non-negative variables
- Marshall-Olkin \(q\)-Weibull distribution and max-min processes
- Estimation of parameters and the mean life of a mixed failure time distribution
- Marshall-Olkin Esscher transformed Laplace distribution and processes
- ESTIMATION OF THE PARAMETERS OF AN EAR(p) PROCESS
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- APPROXIMATE FILTERING OF PARAMETER DRIVEN PROCESSES
- Predictor selection for positive autoregressive processes
- A PATHWAY MODEL OF MITTAG-LEFFLER DISTRIBUTIONS AND RELATED PROCESSES
- On the Semi-Mittag-Leffler Distributions
- Gamma-related Ornstein–Uhlenbeck processes and their simulation*
- Multiplicative deconvolution in survival analysis under dependency
- A stochastic frontier regression model with dynamic frontier
- Separated hypotheses testing for autoregressive models with non-negative residuals
- Marshall-Olkin generalized asymmetric Laplace distributions and processes
- A product autoregressive model with log-Laplace marginal distribution
- Exact simulation of variance gamma-related OU processes: application to the pricing of energy derivatives
- THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS
- Applications of Marshall-Olkin Fréchet distribution
- On calculation of stationary density of autoregressive processes.
- A characterization of random-coefficient AR(1) models
- Estimation for first-order autoregressive processes with positive or bounded innovations
- Inference in univariate and bivariate autoregressive models with non-normal innovations
- Mittag-Leffler process
- Tempered stable autoregressive models
- Bootstrap choice of non-nested autoregressive model with non-normal innovations
- Zero-modified count time series with Markovian intensities
- Estimating function method for nonnegative autoregressive models
- Autoregressive inverse Gaussian process and the stochastic volatility modeling
- Noncausal affine processes with applications to derivative pricing
- On a Class of Time Series Model with Double Lindley Distribution as Marginals
- On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation
- Stochastic volatility generated by product autoregressive models
- Data filtering-based recursive identification for an exponential autoregressive moving average model by using the multi-innovation theory
- Non-Gaussian autoregressive processes with Tukey g-and-h transformations
- A notable Gamma-Lindley first-order autoregressive process: an application to hydrological data
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