First order autoregressive gamma sequences
By: by D. P. Gaver and P. A. W. Lewis
Contributors: Lewis, P. A. W.; Naval Postgraduate School (U.S.)
Publisher: Naval Postgraduate School
Published: 1978
Place of publication: Monterey, California
Language: eng
Number of pages: 33
Subjects: Point processes; Time-series analysis
Description: 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.
Notes: Title from cover.

"August 1978"--Cover.

"NPS55-78-016"--Cover.

Includes bibliographical references (p. 32-33)

"Approved for public release; distribution is unlimited"--Cover.

Technical report; 1978.

ck/ oclc 7/7/09.