A new non-linear \(AR(1)\) time series model having approximate beta marginals (Q1938875): Difference between revisions

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Property / author: Saralees Nadarajah / rank
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Property / full work available at URL: https://doi.org/10.1007/s00184-011-0376-2 / rank
 
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Latest revision as of 06:02, 6 July 2024

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A new non-linear \(AR(1)\) time series model having approximate beta marginals
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    A new non-linear \(AR(1)\) time series model having approximate beta marginals (English)
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    25 February 2013
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    beta distribution
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    first order autoregressive model
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    Kummer function of the first kind
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