Accession Number:

ADA061047

Title:

First Order Autoregressive Gamma Sequences and Point Processes.

Descriptive Note:

Technical rept.,

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF

Personal Author(s):

• Gaver,D. P.
• Lewis,P. A. W.

Report Date:

1978-08-01

Pagination or Media Count:

55.0

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

Descriptors:

• *TIME SERIES ANALYSIS
• *MARKOV PROCESSES
• *POINT THEOREM
• REGRESSION ANALYSIS
• CORRELATION TECHNIQUES
• POISSON DENSITY FUNCTIONS
• LAPLACE TRANSFORMATION

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE