The first-order autoregressive Mittag–Leffler process

DOI10.2307/3214855MaRDI QIDQ5288025zbMATH OpenOpenAlexFDO

Authors

Publication date 15 December 1993

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214855

zbMATH Keywords

distribution functionautoregressive processLaplace transformsautoregressive Mittag-Leffler process

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time Markov processes on general state spaces (60J05)

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(31)

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• On Marshall-Olkin and Mittag-Leffler distributions and processes
• A generalization to bivariate Mittag-Leffler and bivariate discrete Mittag-Leffler autoregressive processes
• On a generalization to Marshall-Olkin scheme and its application to Burr type XII distribution
• scientific article; zbMATH DE number 5545734 (Why is no real title available?)
• Autoregressive Gaussian random vectors of first order
• Discrete Mittag-Leffler distributions
• A PATHWAY MODEL OF MITTAG-LEFFLER DISTRIBUTIONS AND RELATED PROCESSES
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• A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals
• Bivariate semi \(\alpha \)-Laplace distribution and processes
• A count model based on Mittag-Leffler interarrival times
• Relaxed Poisson cure rate models
• Marshall-Olkin Esscher transformed Laplace distribution and processes
• Applications of Marshall-Olkin Fréchet distribution
• Extreme value autoregressive model and its applications
• Specialised class \(L\) property and stationary autoregressive process
• Fractional moment estimation of Linnik and Mittag-Leffler parameters
• Bivariate semi-Pareto distributions and processes
• Mittag-Leffler function distribution -- a new generalization of hyper-Poisson distribution
• On the Semi-Mittag-Leffler Distributions
• Random self-decomposability and autoregressive processes
• First-order autoregressive logistic processes
• A class of stationary Markov processes
• Marshall-Olkin generalized asymmetric Laplace distributions and processes
• Mittag-Leffler process
• A time-series model using asymmetric Laplace distribution
• -Laplace processes
• The discrete delta and nabla Mittag-Leffler distributions

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