Exponential-gamma autoregressive process

zbMATH Open1261.60018MaRDI QIDQ4905087FDOQ4905087

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Publication date: 15 February 2013

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

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zbMATH Keywords

convolutiongamma distributionexponential distributionautoregressive processMittag-Leffler distributionlinear combination of random variables

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cited In (6)

• A note on the innovation distribution of a gamma distributed autoregressive process
• First-order autoregressive models for gamma and exponential processes
• A mixed stationary autoregressive model with exponential marginals
• Some algebra for the exponential-gamma process
• Title not available (Why is that?)
• Mittag-Leffler process

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