scientific article; zbMATH DE number 2058085

zbMATH Open1036.62081MaRDI QIDQ4456317FDOQ4456317

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Publication date: 16 March 2004

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

Recommendations

• A generalization to bivariate Mittag-Leffler and bivariate discrete Mittag-Leffler autoregressive processes
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zbMATH Keywords

stationarityautoregressive processMittag-Leffler distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (12)

• Exponential-gamma autoregressive process
• Autoregressive sequences via Lévy processes
• On Marshall-Olkin and Mittag-Leffler distributions and processes
• A generalization to bivariate Mittag-Leffler and bivariate discrete Mittag-Leffler autoregressive processes
• Generalized Mittag-Leffler distributions and processes for applications in astrophysics and time series modeling
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• Extension of Mittag-Leffler density and processes
• Random self-decomposability and autoregressive processes
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• Mittag-Leffler process
• A class of autoregressive processes
• Integer valued autoregressive processes with generalized discrete Mittag-Leffler marginals

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