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Gamma processes - MaRDI portal

Gamma processes (Q3816871)

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Gamma processes
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    Gamma processes (English)
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    1989
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    Beta-Gamma transformation
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    first-order autoregressive Beta-Gamma process
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    Maximum likelihood estimation
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    moment estimators
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    moving average processes
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    time-reversible
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    extended autoregressive processes
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    nonlinear extensions
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    negative correlation
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