3 research outputs found
Generalized Mittag-Leffler Distributions and Processes for Applications in Astrophysics and Time Series Modeling
Geometric generalized Mittag-Leffler distributions having the Laplace
transform is
introduced and its properties are discussed. Autoregressive processes with
Mittag-Leffler and geometric generalized Mittag-Leffler marginal distributions
are developed. Haubold and Mathai (2000) derived a closed form representation
of the fractional kinetic equation and thermonuclear function in terms of
Mittag-Leffler function. Saxena et al (2002, 2004a,b) extended the result and
derived the solutions of a number of fractional kinetic equations in terms of
generalized Mittag-Leffler functions. These results are useful in explaining
various fundamental laws of physics. Here we develop first-order autoregressive
time series models and the properties are explored. The results have
applications in various areas like astrophysics, space sciences, meteorology,
financial modeling and reliability modeling.Comment: 12 pages, LaTe
An autoregressive process with geometric α-laplace marginals
Autoregressive processes, Geometric Laplace distributions, Geometric α-Laplace distributions, Laplace distributions, α-Laplace distributions, Linnik distributions, Limit properties, Time series modelling,