# Stationary GE-Process and its Application in Analyzing Gold Price Data

@article{Kundu2021StationaryGA, title={Stationary GE-Process and its Application in Analyzing Gold Price Data}, author={Debasis Kundu}, journal={Sankhya B}, year={2021} }

In this paper we introduce a new discrete time and continuous state space stationary process {Xn;n = 1, 2, . . .}, such that Xn follows a two-parameter generalized exponential (GE) distribution. Joint distribution functions, characterization and some dependency properties of this new process have been investigated. The GE-process has three unknown parameters, two shape parameters and one scale parameter, and due to this reason it is more flexible than the existing exponential process. In…

## One Citation

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