On mixed \(AR(1)\) time series model with approximated beta marginal
DOI10.1016/j.spl.2010.06.009zbMath1456.62213OpenAlexW2004318174MaRDI QIDQ990925
Božidar V. Popović, Tibor K. Pogány, Saralees Nadarajah
Publication date: 1 September 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.06.009
power law distributionWright functionKumaraswamy distributionfirst order autoregressive modelKummer function of the first kindtwo parameter beta distribution
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Exact distribution theory in statistics (62E15) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)
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- Kumaraswamy's distribution: a beta-type distribution with some tractability advantages
- A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
- The uniform autoregressive process of the second order (UAR(2))
- An Autoregressive Process for Beta Random Variables
- Simulation of weibull and gamma autoregressive stationary process
- The mixed exponential solution to the first-order autoregressive model
- First-order autoregressive gamma sequences and point processes
- A new autoregressive time series model in exponential variables (NEAR(1))
- The representation of 𝑒^{-𝑥^{𝜆}} as a Laplace integral
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