On a generalized mixed AR(1) time series model

MaRDI QIDQ2906178zbMATH OpenFDO

Authors B. V. Popović, Miroslav M. Ristić, Saralees Nadarajah

Publication date 5 September 2012

Published in Markov Processes and Related Fields (Search for Journal in Brave)

zbMATH Keywords

beta distributionfirst order autoregressive modelKummer function of the first kind

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

This page was built for publication: On a generalized mixed AR(1) time series model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2906178)