The first-order autoregressive Mittag–Leffler process
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Publication:5288025
DOI10.2307/3214855zbMATH Open0777.60063OpenAlexW4238905610MaRDI QIDQ5288025FDOQ5288025
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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
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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)
Cited In (31)
- Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
- A New Generalization of the Fréchet Distribution: Properties and Application
- Analysis of queueing system with discrete autoregressive arrivals having DML(\(\alpha\)) as marginal distribution
- 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
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- 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 count model based on Mittag-Leffler interarrival times
- A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals
- Bivariate semi \(\alpha \)-Laplace distribution and processes
- Relaxed Poisson cure rate models
- Applications of Marshall-Olkin Fréchet distribution
- Marshall-Olkin Esscher transformed Laplace distribution and processes
- 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
- On the Semi-Mittag-Leffler Distributions
- Mittag-Leffler function distribution -- a new generalization of hyper-Poisson distribution
- First-order autoregressive logistic processes
- Random self-decomposability and autoregressive processes
- Marshall-Olkin generalized asymmetric Laplace distributions and processes
- A class of stationary Markov processes
- Mittag-Leffler process
- A time-series model using asymmetric Laplace distribution
- The discrete delta and nabla Mittag-Leffler distributions
- \(\alpha\)-Laplace processes
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