PUBLICATIONS DE L'INSTITUT MATHÉMATIQUE (BEOGRAD) (N.S.) Vol. 68(82), pp. 145152 (2000) 

A new uniform AR(1) time series model (NUAR(1))Miroslav M. Risti\'c and Biljana \v C. Popovi\'cPrirodnoMatematicki fakultet, Ni\v s, YugoslaviaAbstract: We present a new firstorder autoregressive time series model (socalled NUAR(1) model) for continuous uniform $(0,1)$ variables, given by $$ X_n=\begin{cases} \alpha X_{n1}, & \text{ w.p. } \alpha, Keywords: Autoregressive process, continous uniform (0,1) distribution, time series, estimation, random coefficients, residuals Classification (MSC2000): 62M10 Full text of the article:
Electronic fulltext finalized on: 1 Nov 2001. This page was last modified: 6 Feb 2002.
© 2001 Mathematical Institute of the Serbian Academy of Science and Arts
