First Order Autoregressive Gamma Sequences and Point Processes.

Abstract

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. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1978
Accession Number
ADA061047

Entities

People

  • Donald P. Gaver
  • Peter A.W. Lewis

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Difference Equations
  • Distribution Functions
  • Engineering
  • Equations
  • Gaussian Processes
  • Information Science
  • Intervals
  • Markov Processes
  • Military Research
  • Monte Carlo Method
  • New York
  • Operations Research
  • Probability
  • Random Variables
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

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