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}
}
  • D. Kundu
  • Published 26 October 2021
  • Mathematics
  • Sankhya B
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… 
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