A multivariate gamma distribution arising from a Markov model

DOI10.1007/BF01581449zbMath0756.60069MaRDI QIDQ1199746

S. Singh

Publication date: 16 January 1993

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

zbMATH Keywords

Markov chaingamma distributionweighted sumsmultivariate gamma distributions

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Distribution theory (60E99)

Related Items (4)

Latent process modelling of threshold exceedances in hourly rainfall series ⋮ A Latent Process Model for Temporal Extremes ⋮ A bivariate meta-Gaussian density for use in hydrology ⋮ A bivariate Pareto model for drought

Cites Work

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• A linearly regressive gamma Markov process
• Sums and weighted sums of a gamma Markov sequence
• A note on seasonal Markov chains with gamma or gamma-like distributions
• Testing for correlation between non-negative variates

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