scientific article; zbMATH DE number 3718283

zbMATH Open0458.60050MaRDI QIDQ3908259FDOQ3908259

Authors: A. J. Lawrance 

Publication date: 1981

Title of this publication is not available (Why is that?)

zbMATH Keywords

simulationtime seriesautoregressive modelsstatistical analysis of point processes

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) 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 (15)

• Exponential-Gaussian distribution and associated time series models
• Statistical inference on spontaneous neuronal discharge patterns
• Autoregressive processes with normal-Laplace marginals
• Gamma-related Ornstein–Uhlenbeck processes and their simulation*
• A PATHWAY MODEL OF MITTAG-LEFFLER DISTRIBUTIONS AND RELATED PROCESSES
• A product autoregressive model with log-Laplace marginal distribution
• Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
• Generalized normal-Laplace AR process
• Random self-decomposability and autoregressive processes
• Exact simulation of variance gamma-related OU processes: application to the pricing of energy derivatives
• An autoregressive process with geometric \(\alpha\)-Laplace marginals
• Title not available (Why is that?)
• Integer-valued moving average (INMA) process
• Point processes and multivariate extreme values
• Fast simulation of tempered stable Ornstein-Uhlenbeck processes

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