On the Geometric Mittag-Leffler Distributions

DOI10.1177/0008068320030305zbMath1057.62008OpenAlexW2517198326MaRDI QIDQ4661717

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Publication date: 30 March 2005

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068320030305

zbMATH Keywords

stationaryautoregressive modelsgeometric infinite divisibilitydiscrete stabilitydiscrete Mittag-Leffler distributionMittag-Leffler distributionsgeometric exponential distributiondiscrete self decomposability

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

Random self-decomposability and autoregressive processes

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