Specialised class \(L\) property and stationary autoregressive process

DOI10.1016/0167-7152(94)90068-XzbMath0798.60036OpenAlexW2089181739MaRDI QIDQ1324589

V. Pereyra

Publication date: 1 November 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90068-x

zbMATH Keywords

exponential distributionautoregressive processMittag- Leffler distributionsMittag-Leffler autoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (4)

A PATHWAY MODEL OF MITTAG-LEFFLER DISTRIBUTIONS AND RELATED PROCESSES ⋮ Bivariate semi-Pareto distributions and processes ⋮ Mittag-Leffler process ⋮ A class of stationary Markov processes

Cites Work

• On Mittag-Leffler functions and related distributions
• Semi-Pareto processes
• An exponential moving-average sequence and point process (EMA1)
• First-order autoregressive gamma sequences and point processes
• A mixed autoregressive-moving average exponential sequence and point process (EARMA 1,1)
• The first-order autoregressive Mittag–Leffler process
• Note on the Infinite Divisibility of Exponential Mixtures
• Unnamed Item
• Unnamed Item

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