مرکز منطقه ای اطلاع رساني علوم و فناوري - A Beta–Gamma autoregressive process of the second-order (BGAR(2))

Title of article :

A Beta–Gamma autoregressive process of the second-order (BGAR(2))

Author/Authors :

Miroslav M. Risti?، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2005

Pages :

From page :

403

To page :

410

Keywords :

Conditional least-squares , Estimation , gamma distribution , Beta–Gamma transformation , Randomcoefficient representation

Journal title :

Statistics and Probability Letters

Serial Year :

2005

Journal title :

Statistics and Probability Letters

Record number :

140530

Link To Document :