Simulation of weibull and gamma autoregressive stationary process

DOI10.1080/03610918608812565MaRDI QIDQ3753353zbMATH OpenOpenAlexFDO

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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• On the dependence of a minimum autoregressive exponential-type process
• P-min-stable regression models for time series with extreme values of limited range
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