A bivariate uniform autoregressive process

DOI10.1007/BF02523393zbMath1047.62080OpenAlexW1999297865MaRDI QIDQ1880995

Biljana Č. Popović, Miroslav M. Ristić

Publication date: 27 September 2004

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02523393

zbMATH Keywords

second-orderautocovariancefirst-orderautocorrelation matrixbivariate uniform autoregressive processnew uniform autoregressive process

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

A Bivariate Beta-Gamma Autoregressive Process (BVBGAR(1))

Cites Work

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• Time series: theory and methods
• A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
• Random coefficient autoregressive models: an introduction
• Extremes in autoregressive processes with uniform marginal distributions
• First-order autoregressive gamma sequences and point processes
• Uniformly distributed first-order autoregressive time series models and multiplicative congruential random number generators
• A Bivariate First-Order Autoregressive Time Series Model in Exponential Variables (BEAR(1))

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