$AR(1)$ Time Series with Approximated Beta Marginal

Božidar V. Popović

Displaying similar documents to “ $A R (1)$ Time Series with Approximated Beta Marginal”

Dependent random variables with a given marginal distribution

Jiří Anděl (1983)

Acta Universitatis Carolinae. Mathematica et Physica

Similarity:

Stationary distribution of some nonlinear $A R (1)$ processes

Jiří Anděl, María Gómez, Carlos Vega (1989)

Kybernetika

Similarity:

On extended type I generalized logistic distribution.

Olapade, A.K. (2004)

International Journal of Mathematics and Mathematical Sciences

Similarity:

A new uniform Ar(1) time series model (nuar(1))

Miroslav M. Ristić, Biljana Č. Popović (2000)

Publications de l'Institut Mathématique

Similarity:

Robustness of estimation of first-order autoregressive model under contaminated uniform white noise

Karima Nouali (2009)

Discussiones Mathematicae Probability and Statistics

Similarity:

The first-order autoregressive model with uniform innovations is considered. In this paper, we study the bias-robustness and MSE-robustness of modified maximum likelihood estimator of parameter of the model against departures from distribution of white noise. We used the generalized Beta distribution to describe these departures.

AR(1) processes with given moments of marginal distribution

Jiří Anděl (1989)

Kybernetika

Similarity:

Displaying similar documents to “ A R ( 1 ) Time Series with Approximated Beta Marginal”

Dependent random variables with a given marginal distribution

Stationary distribution of some nonlinear A R ( 1 ) processes

On extended type I generalized logistic distribution.

A new uniform Ar(1) time series model (nuar(1))

Robustness of estimation of first-order autoregressive model under contaminated uniform white noise

AR(1) processes with given moments of marginal distribution

Displaying similar documents to “ $A R (1)$ Time Series with Approximated Beta Marginal”

Stationary distribution of some nonlinear $A R (1)$ processes