First-order autoregressive models for gamma and exponential processes (Q5750035)
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scientific article; zbMATH DE number 4184520
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | First-order autoregressive models for gamma and exponential processes |
scientific article; zbMATH DE number 4184520 |
Statements
First-order autoregressive models for gamma and exponential processes (English)
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1990
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stochastic difference equation
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autoregressive representation
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gamma process
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correlation structure
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0.8423218131065369
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0.8132023215293884
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