Open AccessArticle
First order autoregressive gamma sequences
Donald P. Gaver-1978-08-01-Calhoun: The Naval Postgraduate School Institutional Archive (Naval Postgraduate School)
3PDF
TL;DRAbstract
An autoregressive model that generates Markov correlated time series is described. The time series have exponential or gamma distributed marginal distributions. Various properties of these time series are investigated.
Chat with Paper
AI Agents for this Paper
An autoregressive model that generates Markov correlated time series is described. The time series have exponential or gamma distributed marginal distributions. Various properties of these time series are investigated.
Keywords
Autoregressive modelSETAROrder (exchange)STAR modelMathematicsApplied mathematicsComputer scienceEconometrics
Chat
Click to start Chat