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

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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)

Cited In (32)

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• Moving-maximum models for extrema of time series
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• Estimation on a GAR(1) Process by the EM Algorithm
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• 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
• A stationary Weibull process and its applications
• On mixed \(AR(1)\) time series model with approximated beta marginal
• A class of stationary Markov processes
• Simulation of negative binomial processes
• On an AR(1) time series model with marginal two parameter Wright inverse-gamma distribution
• Stationary GE-process and its application in analyzing gold price data

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