Title: A functional gamma autoregressive processes
Authors: Anastassia Baxevani - University of Cyprus (Cyprus)
Tomasz Kozubowski - University of Nevada Reno (United States) [presenting]
Krzysztof Podgorski - Lund University (Sweden)
Abstract: The purpose is to develop a functional relation of auto-regressive type for gamma Levy process, leading to a new type of stationary functional time series with gamma motions as its marginal distributions. We discuss the basic properties of this construction and provide links to related models. In particular, we describe a new class of Wright Levy processes, which plays an important role in this development.