On an AR(1) time series model with marginal two parameter Wright inverse-gamma distribution (Q2903809)
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scientific article; zbMATH DE number 6062951
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| English | On an AR(1) time series model with marginal two parameter Wright inverse-gamma distribution |
scientific article; zbMATH DE number 6062951 |
Statements
On an<i>Ar</i>(1) Time Series Model with Marginal Two Parameter Wright Inverse–Gamma Distribution (English)
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2 August 2012
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first-order autoregressive model
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inverse gamma-distribution
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Krätzel function
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Wright hypergeometric function
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0.7833542227745056
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0.7684876322746277
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0.7648307681083679
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0.7536804676055908
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