THE 1ST-ORDER AUTOREGRESSIVE MITTAG-LEFFLER PROCESS

被引：32

作者：

JAYAKUMAR, K

PILLAI, RN

机构：

来源：

JOURNAL OF APPLIED PROBABILITY | 1993年 / 30卷 / 02期

关键词：

EAR(1) PROCESS; SEMI-MITTAG-LEFFLER DISTRIBUTION;

D O I：

10.2307/3214855

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The first-order autoregressive semi-Mittag-Leffler (SMLAR(1)) process is introduced and its properties are studied. As an illustration, we discuss the special case of the first-order autoregressive Mittag-Leffler (MLAR(1)) process.

引用

页码：462 / 466

页数：5