Simulation of weibull and gamma autoregressive stationary process
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DOI10.1080/03610918608812565zbMATH Open0612.62129OpenAlexW2079591536MaRDI QIDQ3753353FDOQ3753353
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
time seriespower-function distributionautoregressive gammaautoregressive Weibullnon-Gaussian first-order autoregressive Markovian processes
Cited In (27)
- Random coefficient minification processes
- A note on the innovation distribution of a gamma distributed autoregressive process
- Estimation of the mean of some stationary markov sequences
- Marshall-Olkin bivariate Weibull distributions and processes
- On a Class of Time Series Model with Double Lindley Distribution as Marginals
- Parameter Estimation in Minification Processes
- Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach
- A geometric minification integer-valued autoregressive model
- Stationary bivariate minification processes
- Marshall-Olkin \(q\)-Weibull distribution and max-min processes
- First order autoregressive time series with negative binomial and geometric marginals
- Bivariate semi \(\alpha \)-Laplace distribution and processes
- Moving-maximum models for extrema of time series
- A comparison of some autocovariance-based methods of arma model selection: a simulation study
- Estimation on a GAR(1) Process by the EM Algorithm
- Lindley first-order autoregressive model with applications
- A stationary proportional hazard class process and its applications
- A mixed stationary autoregressive model with exponential marginals
- A Bivariate Beta-Gamma Autoregressive Process (BVBGAR(1))
- Markovian chi-square and gamma processes
- General Multivariate Weibull Processes
- A stationary Weibull process and its applications
- On anAr(1) Time Series Model with Marginal Two Parameter Wright Inverse–Gamma Distribution
- On mixed \(AR(1)\) time series model with approximated beta marginal
- A class of stationary Markov processes
- Simulation of negative binomial processes
- Stationary GE-process and its application in analyzing gold price data
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