Journal
MATHEMATICAL AND COMPUTER MODELLING
Volume 37, Issue 12-13, Pages 1427-1434Publisher
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/S0895-7177(03)90050-1
Keywords
exponential process; Mittag-Leffler distribution; river flow time series
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First-order autoregressive Mittag-Leffler process is studied. Methods for generating dependent (first-order autoregressive Markovian) sequences of random variables with Mittag-Leffler marginal distributions are discussed. Comparison of the first-order autoregressive Mittag-Leffler process with the first-order autoregressive exponential process of Gaver and Lewis [1] is done. As an application, the first-order autoregressive Mittag-Leffler process is fitted to weakly stream flows of the Kallada River -in Kerala, India. (C) 2003 Elsevier Science Ltd. All rights reserved.
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