A pathway model of Mittag-Leffler distribution namely δ-generalized Mittag-Leffler distribution, and a stationary autoregressive process with δ-generalized Mittag-Leffler marginal distribution are introduced and their preliminary properties are studied. Algorithm for simulation is also presented. We have fitted proposed model to the remission times data and showed that the δ‑generalized Mittag-Leffler dominates all other models considered.

autoregressive process, Mittag-Leffler distributions, non Gaussian, time series, stationary processes.

Received: April 18, 2022; Accepted: May 25, 2022; Published: June 27, 2022

How to cite this article: T. Sajayan and K. Jayakumar, A pathway model of Mittag-Leffler distributions and related processes, Far East Journal of Theoretical Statistics 65 (2022), 55-70. http://dx.doi.org/10.17654/0972086322006

This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License

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