Title of article
Mittag-leffler process
Author/Authors
Jayakumar، نويسنده , , K.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
8
From page
1427
To page
1434
Abstract
First-order autoregressive Mittag-Leffler process is studied. Methods for generating dependent (first-order autoregressive Markovian) sequences of random variables with Mittag-Leffier 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-Leffier process is fitted to weakly stream flows of the Kallada River in Kerala, India.
Keywords
River flow time series , exponential process , Mittag-Leffier distribution
Journal title
Mathematical and Computer Modelling
Serial Year
2003
Journal title
Mathematical and Computer Modelling
Record number
1592835
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