A Beta-Gamma autoregressive process of the second-order (BGAR(2)) (Q2485552)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Beta-Gamma autoregressive process of the second-order (BGAR(2)) |
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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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