First-order autoregressive models for gamma and exponential processes

[1]  D. Cox,et al.  An Analysis of Transformations , 1964 .

[2]  A. J. Lawrance,et al.  A new autoregressive time series model in exponential variables (NEAR(1)) , 1981, Advances in Applied Probability.

[3]  Paul I. Nelson,et al.  On Conditional Least Squares Estimation for Stochastic Processes , 1978 .

[4]  A. J. Lawrance,et al.  The Exponential Autoregressive‐Moving Average Earma(P,Q) Process , 1980 .

[5]  A note on seasonal Markov chains with gamma or gamma-like distributions , 1979 .

[6]  Mohamed Alosh,et al.  FIRST‐ORDER INTEGER‐VALUED AUTOREGRESSIVE (INAR(1)) PROCESS , 1987 .

[7]  C. Sim A mixed gamma ARMA(1, 1) Model for river flow time series , 1987 .

[8]  Peter A. W. Lewis,et al.  STATIONARY DISCRETE AUTOREGRESSIVE‐MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES , 1983 .

[9]  S. Kotz,et al.  Distribution of Sum of Identically Distributed Exponentially Correlated Gamma-Variables , 1964 .

[10]  P. Lewis,et al.  A new Laplace second-order autoregressive time-series model - NLAR(2) , 1985, IEEE Trans. Inf. Theory.

[11]  G. Weiss TIME-REVERSIBILITY OF LINEAR STOCHASTIC PROCESSES , 1975 .

[12]  D. Lampard A stochastic process whose successive intervals between events form a first order Markov chain — I , 1968, Journal of Applied Probability.

[13]  R. M. Phatarfod Some approximate results in renewal and dam theories , 1971, Journal of the Australian Mathematical Society.

[14]  Anthony J. Lawrance,et al.  Higher-order residual analysis for nonlinear time series with autoregressive correlation structures , 1987 .

[15]  D. P. Gaver,et al.  First-order autoregressive gamma sequences and point processes , 1980, Advances in Applied Probability.

[16]  C. Granger,et al.  An introduction to bilinear time series models , 1979 .

[17]  E. McKenzie,et al.  Autoregressive moving-average processes with negative-binomial and geometric marginal distributions , 1986, Advances in Applied Probability.

[18]  C. Sim,et al.  Simulation of weibull and gamma autoregressive stationary process , 1986 .