Product autoregression: a time-series characterization of the gamma distribution

DOI10.2307/3213502zbMath0491.60034OpenAlexW4234793643MaRDI QIDQ3952909

E.McKenzie

Publication date: 1982

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

Full work available at URL: https://doi.org/10.2307/3213502

zbMATH Keywords

self-decomposabilitylogarithmic transformationnonlinear autoregressioncharacterization of the gamma distribution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Probability distributions: general theory (60E05)

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