A Bivariate Beta-Gamma Autoregressive Process (BVBGAR(1)) (Q3631436)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bivariate Beta-Gamma Autoregressive Process (BVBGAR(1)) |
scientific article |
Statements
A Bivariate Beta-Gamma Autoregressive Process (BVBGAR(1)) (English)
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9 June 2009
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autocovariance matrix
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beta-gamma transformation
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bivariate autoregressive process
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estimation
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gamma distribution
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spectral density matrix
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stationary process
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