3 citations · 3 across the 4 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2023
Geometric Infinitely Divisible Autoregressive Models
Monika Singh Dhull, Arun Kumar
In this article, we discuss some geometric infinitely divisible (gid) random variables using the Laplace exponents which are Bernstein functions and study their properties. The dis…
math.ST2023★ 3 cited
Humbert Generalized Fractional Differenced ARMA Processes
Niharika Bhootna, Monika Singh Dhull, Arun Kumar +1
In this article, we use the generating functions of the Humbert polynomials to define two types of Humbert generalized fractional differenced ARMA processes. We present stationarit…