On an AR(1) time series model with marginal two parameter Wright inverse-gamma distribution

DOI10.1080/03610926.2010.521287zbMATH Open1244.62127OpenAlexW2041033357MaRDI QIDQ2903809FDOQ2903809

Authors: B. V. Popović 

Publication date: 2 August 2012

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.521287

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zbMATH Keywords

first-order autoregressive modelWright hypergeometric functioninverse gamma-distributionKrätzel function

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Laplace transform (44A10) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15) Applications of hypergeometric functions (33C90)

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• On mixed \(AR(1)\) time series model with approximated beta marginal
• ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL
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Cited In (2)

• New mixed time series models having approximated beta marginals
• AR(1) time series with approximated beta marginal

Uses Software

• R

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