New mixed time series models having approximated beta marginals
From MaRDI portal
Publication:646124
DOI10.1016/j.mcm.2011.03.002zbMath1225.62128OpenAlexW2093581654MaRDI QIDQ646124
Tibor K. Pogány, Božidar V. Popović
Publication date: 11 November 2011
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2011.03.002
beta distributionapproximated beta marginalfirst order autoregressive modelKummer function of the first kind
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15) Applications of hypergeometric functions (33C90)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- On mixed \(AR(1)\) time series model with approximated beta marginal
- Random coefficient autoregressive models: an introduction
- STATIONARITY OF THE SOLUTION OF Xt= AtXt-1+ εtAND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES
- Numerical Inversion of Laplace Transforms of Probability Distributions
- The Lindeberg-Levy Theorem for Martingales
- AR(1) time series with approximated Beta marginal