A new uniform Ar(1) time series model (nuar(1))
Miroslav M. Ristić, Biljana Č. Popović (2000)
Publications de l'Institut Mathématique
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Displaying similar documents to “On Laplace autoregressive time series models.”
A new uniform Ar(1) time series model (nuar(1))
Dependent random variables with a given marginal distribution
Jiří Anděl (1983)
Acta Universitatis Carolinae. Mathematica et Physica
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Time Series with Approximated Beta Marginal
Božidar V. Popović (2010)
Publications de l'Institut Mathématique
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On expontential autoregressive time series models.
Novković, Momčilo (1999)
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On invertibility of a random coefficient moving average model
Tomáš Marek (2005)
Kybernetika
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A linear moving average model with random coefficients (RCMA) is proposed as more general alternative to usual linear MA models. The basic properties of this model are obtained. Although some model properties are similar to linear case the RCMA model class is too general to find general invertibility conditions. The invertibility of some special examples of RCMA(1) model are investigated in this paper.
Analysis of Simulation Model Aplication to Forecast the Railway Workers Failures
Milan Marković, Miloš Ivić, Norbert Pavlović, Slađana Janković (2007)
The Yugoslav Journal of Operations Research
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Application of MCMC to change point detection
Jaromír Antoch, David Legát (2008)
Applications of Mathematics
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A nonstandard approach to change point estimation is presented in this paper. Three models with random coefficients and Bayesian approach are used for modelling the year average temperatures measured in Prague Klementinum. The posterior distribution of the change point and other parameters are estimated from the random samples generated by the combination of the Metropolis-Hastings algorithm and the Gibbs sampler.
A survey on models for panel count data with applications to insurance.
Jean-Philippe Boucher, Montserrat Guillén (2009)
RACSAM
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