The first-order autoregressive Mittag–Leffler process
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Publication:5288025
DOI10.2307/3214855zbMath0777.60063OpenAlexW4238905610MaRDI QIDQ5288025
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Publication date: 15 December 1993
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214855
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characteristic functions; other transforms (60E10) Discrete-time Markov processes on general state spaces (60J05) Probability distributions: general theory (60E05)
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