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- W2079591536 abstract "This paper presents two simple non-Gaussian first-order autoregressive markovian processes which are easy to simulate via a computer. The autoregressive Gamma process {Xn:} is constructed according to the stochastic difference equation Xn:=Vn:Xn−1+∊n:, where {∊n:} is an i.i.d. Exponential sequence and {Vn:} is i.i.d. with Power-function distribution defined on the interval [0,1). The autoregressive Weibull process {Xn:} is constructed from the probabilistic model Xn:= k.min (Xn−1:, Yn:) where {Yn:} is an i.i.d. Weibull sequence and k > 1." @default.
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- W2079591536 date "1986-01-01" @default.
- W2079591536 modified "2023-10-18" @default.
- W2079591536 title "Simulation of weibull and gamma autoregressive stationary process" @default.
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- W2079591536 doi "https://doi.org/10.1080/03610918608812565" @default.
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