Time series models associated with Mittag-Leffler type distributions and its properties
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Publication:2834722
Poisson processrenewal theorytime series modelsfractional derivativeautoregressive processMittag-Leffler distributionsample path propertiesLaplacian model
Exact distribution theory in statistics (62E15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Mittag-Leffler functions and generalizations (33E12) Renewal theory (60K05)
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Cites work
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Cited in
(11)- A \(q\)-Weibull counting process through a fractional differential operator
- Renewal processes based on generalized Mittag-Leffler waiting times
- On the sum of independent generalized Mittag-Leffler random variables and the related fractional processes
- Generalized Mittag-Leffler distributions and processes for applications in astrophysics and time series modeling
- Generalization of the fractional Poisson distribution
- A renewal process of Mittag-Leffler type.
- Distribution with a simple Laplace transform and its applications to non-Poissonian stochastic processes
- A fractional Hawkes process
- Poisson-type processes governed by fractional and higher-order recursive differential equations
- scientific article; zbMATH DE number 7653178 (Why is no real title available?)
- An overview of generalized gamma Mittag-Leffler model and its applications
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