A new non-linear \(AR(1)\) time series model having approximate beta marginals (Q1938875)
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scientific article; zbMATH DE number 6138683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new non-linear \(AR(1)\) time series model having approximate beta marginals |
scientific article; zbMATH DE number 6138683 |
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A new non-linear \(AR(1)\) time series model having approximate beta marginals (English)
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25 February 2013
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beta distribution
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first order autoregressive model
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Kummer function of the first kind
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