Gamma processes
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Publication:3816871
DOI10.1080/15326348908807096zbMath0665.62090OpenAlexW4232204491MaRDI QIDQ3816871
Peter A. W. Lewis, E.McKenzie, D. K. Hugus
Publication date: 1989
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326348908807096
Maximum likelihood estimationtime-reversiblemoment estimatorsnegative correlationmoving average processesnonlinear extensionsBeta-Gamma transformationextended autoregressive processesfirst-order autoregressive Beta-Gamma process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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