Far East Journal of Theoretical Statistics
Volume 6, Issue 2, Pages 147 - 153
(March 2002)
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GEOMETRIC MITTAG-LEFFLER TAILED AUTO-REGRESSIVE
PROCESSES
V. Seetha Lekshmi (India) and K. K. Jose (India)
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Abstract: Geometric Mittag-Leffler tailed distribution and its
extensions are introduced. New auto-regressive processes with these stationary
marginal distributions are considered and their properties and applications are
discussed. |
Keywords and phrases: auto-regressive
processes, geometric Mittag-Leffler tailed distributions, Mittag-Leffler
distributions, time series modeling. |
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