A class of stationary Markov processes

DOI10.1016/S0893-9659(01)00166-5zbMath1020.62077MaRDI QIDQ1861796

Yanyan Li

Publication date: 10 March 2003

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

characterizationsstationaritysemi-Pareto processesautoregressive minification processnon-Gaussian time series models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (2)

Four general multivariate stationary extremal Markovian processes ⋮ Stationary bivariate minification processes

Cites Work

• Unnamed Item
• Specialised class \(L\) property and stationary autoregressive process
• Bivariate semi-Pareto distributions and processes
• Discrete Mittag-Leffler distributions
• \(\alpha\)-Laplace processes
• Semi-Pareto processes
• Simulation of weibull and gamma autoregressive stationary process
• Pareto processes
• First-order autoregressive gamma sequences and point processes
• An exponential Markovian stationary process
• Autoregressive logistic processes
• Marginal Distribution of a p-th order Integer Valued Autoregressive (Inar(p)) Process Having Minification Structure
• The first-order autoregressive Mittag–Leffler process

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