Simulation of weibull and gamma autoregressive stationary process

DOI10.1080/03610918608812565zbMATH Open0612.62129OpenAlexW2079591536MaRDI QIDQ3753353FDOQ3753353

Authors C. H. Sim 

Publication date 1986

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918608812565

zbMATH Keywords

time seriespower-function distributionautoregressive gammaautoregressive Weibullnon-Gaussian first-order autoregressive Markovian processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• A geometric minification integer-valued autoregressive model
• First-order autoregressive models for gamma and exponential processes
• Simulation of negative binomial processes
• Moving-maximum models for extrema of time series
• On an AR(1) time series model with marginal two parameter Wright inverse-gamma distribution
• Lindley first-order autoregressive model with applications
• A note on the innovation distribution of a gamma distributed autoregressive process
• Bivariate semi \(\alpha \)-Laplace distribution and processes
• Stationary bivariate minification processes
• Marshall-Olkin bivariate Weibull distributions and processes
• Stationary GE-process and its application in analyzing gold price data

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