Mellin's transform and application to some time series models

DOI10.1155/2014/976023zbMATH Open1298.62147OpenAlexW2084584584WikidataQ59049153 ScholiaQ59049153MaRDI QIDQ469991FDOQ469991

Authors: S. S. Appadoo, A. Thavaneswaran, S. Mandal 

Publication date: 11 November 2014

Published in: ISRN Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/976023

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and fuzziness (62M86)

Cites Work

• Random coefficient autoregression, regime switching and long memory
• On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options
• Title not available (Why is that?)
• Title not available (Why is that?)
• Fuzzy mathematical programming and fuzzy matrix games
• Random coefficient autoregressive models: an introduction
• Fuzzy financial profitability analyses of demand side management alternatives from participant perspective
• RCA models with GARCH innovations
• Prediction via estimating functions
• RCA models with correlated errors
• RCA model with quadratic GARCH innovation distribution
• An \(\alpha\)-Mellin transform and some of its applications
• A unified approach to minimum variance unbiased estimation of a probability function belonging to an exponential family

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