Markovian chi-square and gamma processes

DOI10.1016/0167-7152(92)90152-UzbMath0760.60063OpenAlexW2081086364MaRDI QIDQ1202285

S. Singh

Publication date: 22 February 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90152-u

zbMATH Keywords

gamma distributionnon-central chi-square distributionseasonal stationaritysums of random numbers

Mathematics Subject Classification ID

Gaussian processes (60G15) Discrete-time Markov processes on general state spaces (60J05)

Related Items (2)

Bivariate semi-Pareto distributions and processes ⋮ Extreme value autoregressive model and its applications

Cites Work

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• Characterization of infinitely divisible multivariate gamma distributions
• Sums and weighted sums of a gamma Markov sequence
• A note on seasonal Markov chains with gamma or gamma-like distributions
• First-order autoregressive models for gamma and exponential processes

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