A Note on the Innovation Distribution of a Gamma Distributed Autoregressive Process
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Publication:2742768
DOI10.1111/1467-9469.00208zbMath0976.62091OpenAlexW2004690464MaRDI QIDQ2742768
Publication date: 23 September 2001
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00208
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)
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