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):

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE