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First-order autoregressive gamma sequences and point processes. (English) Zbl 0453.60048

MSC:
60G35 Signal detection and filtering (aspects of stochastic processes)
60E05 Probability distributions: general theory
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M20 Inference from stochastic processes and prediction
60G25 Prediction theory (aspects of stochastic processes)
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