On a generalized mixed AR(1) time series model

MaRDI QIDQ2906178FDOQ2906178

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)

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