A PATHWAY MODEL OF MITTAG-LEFFLER DISTRIBUTIONS AND RELATED PROCESSES

DOI10.17654/0972086322006OpenAlexW4283573931MaRDI QIDQ5040825

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Publication date: 18 October 2022

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17654/0972086322006

zbMATH Keywords

time seriesstationary processesautoregressive processMittag-Leffler distributionsnon Gaussian

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probability distributions: general theory (60E05)

Cites Work

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