McKenzie, Ed Product autoregression: A time-series characterization of the gamma distribution. (English) Zbl 0491.60034 J. Appl. Probab. 19, 463-468 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 12 Documents MSC: 60G10 Stationary stochastic processes 60E05 Probability distributions: general theory Keywords:nonlinear autoregression; self-decomposability; logarithmic transformation; characterization of the gamma distribution PDF BibTeX XML Cite \textit{E. McKenzie}, J. Appl. Probab. 19, 463--468 (1982; Zbl 0491.60034) Full Text: DOI OpenURL