An exponential moving-average sequence and point process (EMA1)

DOI10.2307/3213263zbMATH Open0442.60051OpenAlexW2322143332MaRDI QIDQ3884902FDOQ3884902

Authors: A. J. Lawrance, Peter A. W. Lewis 

Publication date: 1977

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213263

zbMATH Keywords

moving-average sequencestationary counting process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stationary stochastic processes (60G10)

Cited In (13)

• Computer experiments for the analysis of extreme-value phenomena
• Tail behavior of the queue size and waiting time in a queue with discrete autoregressive arrivals
• On some moving-average processes with exponentially distributed innovations
• On the stationary version of the generalized hyperbolic ARCH model
• Estimation for first-order autoregressive processes with positive or bounded innovations
• Stationary state space models for longitudinal data
• Specialised class \(L\) property and stationary autoregressive process
• Rational characteristic functions and geometric infinite divisibility
• Generalized normal-Laplace AR process
• Estimation of the limiting availability of a repairable series system with stationary dependent sequences
• Title not available (Why is that?)
• Integer-valued moving average (INMA) process
• System availability behavior of some stationary dependent sequences

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