Exponential-gamma autoregressive process

MaRDI QIDQ4905087zbMATHFDO

Authors

Publication date 15 February 2013

Full work available at URL http://www.pphmj.com/abstract/7181.htm

zbMATH Keywords

convolutiongamma distributionexponential distributionautoregressive processMittag-Leffler distributionlinear combination of random variables

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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