A PATHWAY MODEL OF MITTAG-LEFFLER DISTRIBUTIONS AND RELATED PROCESSES

DOI10.17654/0972086322006MaRDI QIDQ5040825zbMATH OpenOpenAlexFDO

Authors

Publication date 18 October 2022

Published in Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.17654/0972086322006

zbMATH Keywords

time seriesstationary processesautoregressive processMittag-Leffler distributionsnon Gaussian

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

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Cited in

(2)

• On Mittag-Leffler distributions and related stochastic processes
• Understanding frequency distributions of path-dependent processes with non-multinomial maximum entropy approaches

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