Gaver, D. P.; Lewis, P. A. W. First-order autoregressive gamma sequences and point processes. (English) Zbl 0453.60048 Adv. Appl. Probab. 12, 727-745 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 9 ReviewsCited in 89 Documents 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) Keywords:autoregressive processes; exponential distributions; gamma distributions; serial correlations; mixed exponential distributions; zero-defect; innovation process PDF BibTeX XML Cite \textit{D. P. Gaver} and \textit{P. A. W. Lewis}, Adv. Appl. Probab. 12, 727--745 (1980; Zbl 0453.60048) Full Text: DOI