A Note on the Innovation Distribution of a Gamma Distributed Autoregressive Process
By Stephen G. Walker. 2000
55 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/33d8ef52d5d95d0444798f33c1148fb1930d1c81
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In Artificial Intelligence
- Harry Joe
- Rong Zhu
- Christian H. Weiβ
- Miroslav M. Ristic
- Hassan Salah Hassan Bakouch
- Claudia Czado
- Eike C. Brechmann
- Atanu Biswas
In Statistics and Probability
- Harry Joe
- Rong Zhu
- Christian H. Weiβ
- Claudia Czado
- Aristidis K. Nikoloulopoulos
- Chandra R. Bhat
- Eike C. Brechmann
- Mohsen Pourahmadi
Citations in the corpus
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning (2006, methodology): “We found the need for eqn (7) in computations when we were analysing some real count data time series, such as the data described in Section 4. The extension to modelling count data time series with varying mean values combines two approaches: (a) models based on binomial thinning and (b) models wit”