Mellin's transform and application to some time series models
From MaRDI portal
Publication:469991
DOI10.1155/2014/976023zbMath1298.62147OpenAlexW2084584584WikidataQ59049153 ScholiaQ59049153MaRDI QIDQ469991
Publication date: 11 November 2014
Published in: ISRN Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/976023
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and fuzziness (62M86)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- RCA model with quadratic GARCH innovation distribution
- Fuzzy mathematical programming and fuzzy matrix games
- On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options
- RCA models with GARCH innovations
- Random coefficient autoregressive models: an introduction
- Prediction via estimating functions
- RCA models with correlated errors
- Fuzzy financial profitability analyses of demand side management alternatives from participant perspective
- A unified approach to minimum variance unbiased estimation of a probability function belonging to an exponential family
- Random coefficient autoregression, regime switching and long memory
This page was built for publication: Mellin's transform and application to some time series models