AR(1) time series with approximated Beta marginal

DOI10.2298/PIM1002087PzbMath1299.62083MaRDI QIDQ5412619

Božidar V. Popović

Publication date: 25 April 2014

Published in: Publications de l'Institut Math?matique (Belgrade) (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Characteristic functions; other transforms (60E10) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)

Related Items (4)

A new non-linear \(AR(1)\) time series model having approximate beta marginals ⋮ New mixed time series models having approximated beta marginals ⋮ On a Class of Time Series Model with Double Lindley Distribution as Marginals ⋮ Lindley first-order autoregressive model with applications

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