Generalized Mittag-Leffler Distributions and Processes for Applications in Astrophysics and Time Series Modeling

DOI10.1007/978-3-642-03325-4_9zbMath1223.85011arXiv1001.2295OpenAlexW3102156124MaRDI QIDQ3019099

Padmini Uma, Vanaja Seetha Lekshmi, K. K. Jose, Hans J. Haubold

Publication date: 27 July 2011

Published in: Astrophysics and Space Science Proceedings (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.2295

zbMATH Keywords

geometric infinite divisibilityautoregressive processfinancial modelingtime series modeling\(\alpha\)-Laplace distributiongeneralized Mittag-Leffler distributiongeometric generalized Mittag-Leffler distributionself decomposability

Mathematics Subject Classification ID

Applications of statistics to physics (62P35) Statistical astronomy (85A35)

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