Integer valued autoregressive processes with generalized discrete Mittag-Leffler marginals

JOSE, K. K.; Department Of Statistics, St. Thomas College, Palai, Mahatma Gandhi University, Kottayam & MARIYAMMA, K. D.; Arunapuram P.O., Kerala
In this paper we consider a generalization of discrete Mittag-Leffler distributions. We introduce and study the properties of a new distribution called geometric generalized discrete Mittag-Leffler distribution. Autoregressive processes with geometric generalized discrete Mittag-Leffler distributions are developed and studied. The distributions are further extended to develop a more general class of geometric generalized discrete semi-Mittag-Leffler distributions. The processes are extended to higher orders also. An application with respect to an empirical data on customer arrivals...