Popovic, Bozidar V.; Pogány, Tibor K.; Nadarajah, Saralees - In: Statistics & Probability Letters 80 (2010) 19-20, pp. 1551-1558
We consider the mixed AR(1) time series model when Xt has the two parameter beta distribution , p[set membership, variant](0,1],q1. Special attention is given to the case p=1 when the marginal distribution is approximated by the power law distribution closely connected with the two parameter...
