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

Statistics and Probability Letters

Volumn 73, Issue 4, 2005, Pages 403-410

  Ristić, Miroslav M ^a  

^a UNIVERSITY OF NI   (Serbia)

Author keywords

Beta Gamma transformation; Conditional least squares; Estimation; Gamma distribution; Random coefficient representation

Indexed keywords

EID: 21144456409     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.04.015     Document Type: Article

References (11)

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