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

DOI10.2307/3213263MaRDI QIDQ3884902zbMATH OpenOpenAlexFDO

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
• Estimation for first-order autoregressive processes with positive or bounded innovations
• On the stationary version of the generalized hyperbolic ARCH model
• 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
• scientific article; zbMATH DE number 3759245 (Why is no real title available?)
• Integer-valued moving average (INMA) process
• System availability behavior of some stationary dependent sequences

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