First-order autoregressive gamma sequences and point processes

DOI10.2307/1426429zbMath0453.60048MaRDI QIDQ3900756

Peter A. W. Lewis, D. P. jun. Gaver

Publication date: 1980

Published in: Advances in Applied Probability (Search for Journal in Brave)

zbMATH Keywords

exponential distributionsinnovation processautoregressive processesgamma distributionsserial correlationsmixed exponential distributionszero-defect

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probability distributions: general theory (60E05) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)

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