A Generalization to Bivariate Mittag–Leffler and Bivariate Discrete Mittag–Leffler Autoregressive Processes

DOI10.1080/03610920902809024zbMath1190.62158OpenAlexW2081545936MaRDI QIDQ3566543

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Publication date: 8 June 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920902809024

zbMATH Keywords

estimationautoregressive processbivariate discrete Mittag-Leffler distributionbivariate Mittag-Leffler distributionbivariate semi Mittag-Leffler distributionMoran's bivariate exponential distribution

Mathematics Subject Classification ID

Related Items (2)

Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions ⋮ Analysis of queueing system with discrete autoregressive arrivals having DML as marginal distribution

Cites Work

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• Discrete Mittag-Leffler distributions
• Bivariate exponential and geometric autoregressive and autoregressive moving average models
• First-order autoregressive gamma sequences and point processes
• An exponential Markovian stationary process
• A Bivariate First-Order Autoregressive Time Series Model in Exponential Variables (BEAR(1))
• Testing for correlation between non-negative variates

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