A new non-linear \(AR(1)\) time series model having approximate beta marginals
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Publication:1938875
DOI10.1007/s00184-011-0376-2zbMath1256.62052OpenAlexW2081538683MaRDI QIDQ1938875
Miroslav M. Ristić, Božidar V. Popović, Saralees Nadarajah
Publication date: 25 February 2013
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-011-0376-2
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Laplace transform (44A10)
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