A Beta-Gamma autoregressive process of the second-order (BGAR(2)) (Q2485552)
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scientific article; zbMATH DE number 2192324
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| default for all languages | No label defined |
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| English | A Beta-Gamma autoregressive process of the second-order (BGAR(2)) |
scientific article; zbMATH DE number 2192324 |
Statements
A Beta-Gamma autoregressive process of the second-order (BGAR(2)) (English)
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5 August 2005
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Beta-Gamma transformation
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Gamma distribution
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Estimation
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Conditional least-squares
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Random coefficient representation
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0.8781439065933228
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0.831524670124054
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0.7620035409927368
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0.7614747285842896
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