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Geometric infinitely divisible autoregressive models - MaRDI portal

Geometric infinitely divisible autoregressive models

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Publication:6640097

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DOI10.1007/s00362-024-01564-yMaRDI QIDQ6640097

Unnamed Author, Monika Singh Dhull

Publication date: 18 November 2024

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

geometric infinite divisibility autoregressive model Bernstein function non-Gaussian time series modeling

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stationary stochastic processes (60G10) Statistics (62-XX)

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