On Conditional Correlation Coefficients of a Wold Markov Process of Gamma Intervals

DOI10.1111/j.1467-842X.1981.tb00781.xzbMath0479.62048OpenAlexW2074978791MaRDI QIDQ3938371

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Publication date: 1981

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1981.tb00781.x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Inference from stochastic processes (62M99)

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Bivariate non-central negative binomial distribution: Another generalisation ⋮ On a class of discrete distributions arising from the birth-death-with-immigration process ⋮ Probability integrals of a bivariate gamma distribution

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