Mellin’s Transform and Application to Some Time Series Models
Date
2014-2-18
Authors
Appadoo, S. S.
Thavaneswaran, A.
Mandal, S.
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Abstract
This paper uses the Mellin transform to establish the means, variances, skewness, and kurtosis of fuzzy numbers and applied them to the random coefficient autoregressive (RCA) time series models. We also give a close form expression to the moment generating function related to fuzzy numbers. It is shown that the results of the proposed time series models are consistent with those of the conventional time series models and that the developed concepts are straightforward and easily implemented.
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Citation
S. S. Appadoo, A. Thavaneswaran, and S. Mandal, “Mellin’s Transform and Application to Some Time Series Models,” ISRN Applied Mathematics, vol. 2014, Article ID 976023, 12 pages, 2014. doi:10.1155/2014/976023