Geometric infinitely divisible autoregressive models

DOI10.1007/S00362-024-01564-YMaRDI QIDQ6640097zbMATH OpenFDO

Authors Monika Singh Dhull

Publication date 18 November 2024

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-024-01564-Y

zbMATH Keywords

autoregressive modelBernstein functiongeometric infinite divisibilitynon-Gaussian time series modeling

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stationary stochastic processes (60G10) Statistics (62-XX)

Cites work

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• Inverse Gaussian Autoregressive Models
• Inverse tempered stable subordinators
• Lévy Processes and Stochastic Calculus
• On the infinite divisibility of distributions of some inverse subordinators
• Survival analysis. A self-learning text.

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