Gamma processes

DOI10.1080/15326348908807096MaRDI QIDQ3816871zbMATH OpenOpenAlexFDO

Authors Peter A. W. Lewis, E.McKenzie, D. K. Hugus

Publication date 1989

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326348908807096

zbMATH Keywords

Beta-Gamma transformationextended autoregressive processesfirst-order autoregressive Beta-Gamma processMaximum likelihood estimationmoment estimatorsmoving average processesnegative correlationnonlinear extensionstime-reversible

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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