Mellin’s Transform and Application to Some Time Series Models

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dc.contributor.authorAppadoo, S. S.
dc.contributor.authorThavaneswaran, A.
dc.contributor.authorMandal, S.
dc.date.accessioned2014-08-14T06:40:10Z
dc.date.available2014-08-14T06:40:10Z
dc.date.issued2014-2-18
dc.date.updated2014-08-14T06:40:10Z
dc.description.abstractThis 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.
dc.description.versionPeer Reviewed
dc.identifier.citationS. 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
dc.identifier.doihttp://dx.doi.org/10.1155/2014/976023
dc.identifier.urihttp://hdl.handle.net/1993/23760
dc.language.rfc3066en
dc.rightsopen accessen_US
dc.rights.holderCopyright © 2014 S. S. Appadoo et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
dc.titleMellin’s Transform and Application to Some Time Series Models
dc.typeJournal Article
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