scientific article
From MaRDI portal
Publication:3959266
zbMath0495.62021MaRDI QIDQ3959266
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
simulationcompound Poisson distributionshot noise processinnovation distributionself-decomposable distributionsfirst order autoregressive time series modelgamma marginal distribution
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15)
Related Items (11)
Gamma-related Ornstein–Uhlenbeck processes and their simulation* ⋮ Background Driving Distribution Functions and Series Representations for Log-Gamma Self-Decomposable Random Variables ⋮ Zero-modified count time series with Markovian intensities ⋮ Estimating function method for nonnegative autoregressive models ⋮ Generalized normal-Laplace AR process ⋮ Generalized Inv-Log-Gamma-G processes ⋮ On the stationary version of the generalized hyperbolic ARCH model ⋮ Marshall-Olkin Generalized Asymmetric Laplace distributions and processes ⋮ A product autoregressive model with log-Laplace marginal distribution ⋮ Two Metropolis--Hastings Algorithms for Posterior Measures with Non-Gaussian Priors in Infinite Dimensions ⋮ General dependence structures for some models based on exponential families with quadratic variance functions
This page was built for publication: