A First-Order Autoregressive Process with Size-Biased Lindley Marginals: Applications and Forecasting
In this paper, a size-biased Lindley (SBL) first-order autoregressive (AR(1)) process is proposed, the so-called SBL-AR(1). Some probabilistic and statistical properties of the proposed process are determined, including the distribution of its innovation process, the Laplace transformation function,...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-05-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/11/1787 |
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