scientific article; zbMATH DE number 1843537

MaRDI QIDQ4784147zbMATH OpenFDO

Authors

Publication date 10 December 2002

zbMATH Keywords

time series modelingautoregressive processesMittag-Leffler distributionsgeometric Mittag-Leffler tailed distributions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory of statistical distributions (62E10)

Cited in

(5)

• The estimation of M4 processes with geometric moving patterns
• Autoregressive processes with normal-Laplace marginals
• A PATHWAY MODEL OF MITTAG-LEFFLER DISTRIBUTIONS AND RELATED PROCESSES
• Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
• Time series with discrete semistable marginals

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