First-order autoregressive models for gamma and exponential processes

DOI10.2307/3214651zbMath0718.60034OpenAlexW2317477318MaRDI QIDQ5750035

C. H. Sim

Publication date: 1990

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

Full work available at URL: https://doi.org/10.2307/3214651

zbMATH Keywords

gamma processcorrelation structurestochastic difference equationautoregressive representation

Mathematics Subject Classification ID

General second-order stochastic processes (60G12)

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