A Note on the Innovation Distribution of a Gamma Distributed Autoregressive Process

• 1 September 2000
• journal article
• Published by Wiley in Scandinavian Journal of Statistics
• Vol. 27  (3) , 575-576
• https://doi.org/10.1111/1467-9469.00208

Abstract

Keywords

• AUTOREGRESSIVE PROCESS
• GAMMA DISTRIBUTION