Table of Contents
ISRN Applied Mathematics
Volume 2014, Article ID 976023, 12 pages
http://dx.doi.org/10.1155/2014/976023
Research Article

Mellin’s Transform and Application to Some Time Series Models

1Department of Supply Chain Management, University of Manitoba, Winnipeg, MB, Canada R3T 2N2
2Department of Statistics, University of Manitoba, Winnipeg, MB, Canada R3T 2N2

Received 8 July 2013; Accepted 26 August 2013; Published 18 February 2014

Academic Editors: F. Ding and D. Luchinsky

Copyright © 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.

Linked References

  1. C. R. Bector and S. Chandra, Fuzzy Mathematical Programming and Fuzzy Matrix Games, vol. 169 of Studies in Fuzziness and Soft Computing, Springer, New York, NY, USA, 2005.
  2. A. Kaufmann and M. M. Gupta, Introduction to Fuzzy Arithmetic, Van Nostrand Reinhold Company, New York, NY, USA, 1985. View at MathSciNet
  3. J. N. Sheen, “Fuzzy financial profitability analyses of demand side management alternatives from participant perspective,” Information Sciences, vol. 169, no. 3-4, pp. 329–364, 2005. View at Publisher · View at Google Scholar · View at Zentralblatt MATH
  4. A. Erdelyi, Table of Integral Transforms, vol. 1, McGraw-Hill, New York, NY, USA, 1954.
  5. G. Doetsch, Handbuch der Laplace Transformation, vol. 1, Birkhäuser, Basel, Switzerland, 1950. View at MathSciNet
  6. E. C. Titchmarsh, Introduction to the Theory of Fourier Integrals, Claredon Press, Oxford, UK, 1937.
  7. O. González-Gaxiola and J. A. Santiago, “An α-Mellin transform and some of its applications,” International Journal of Contemporary Mathematical Sciences, vol. 7, no. 45–48, pp. 2353–2361, 2012. View at Google Scholar · View at MathSciNet
  8. R. Frontczak and R. Schöbel, “On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options,” Journal of Computational and Applied Mathematics, vol. 234, no. 5, pp. 1559–1571, 2010. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  9. A. Thavaneswaran and C. C. Heyde, “Prediction via estimating functions,” Journal of Statistical Planning and Inference, vol. 77, no. 1, pp. 89–101, 1999. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  10. D. F. Nicholls and B. G. Quinn, Random Coefficient Autoregressive Models: An Introduction, vol. 11 of Lecture Notes in Statistics, Springer, New York, NY, USA, 1982. View at MathSciNet
  11. S. S. Appadoo, A. Thavaneswaran, and J. Singh, “RCA models with correlated errors,” Applied Mathematics Letters, vol. 19, no. 8, pp. 824–829, 2006. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  12. S. S. Appadoo, A. Thavaneswaran, and S. Mandal, “RCA model with quadratic GARCH innovation distribution,” Applied Mathematics Letters, vol. 25, no. 10, pp. 1452–1457, 2012. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  13. A. Thavaneswaran, S. S. Appadoo, and M. Ghahramani, “RCA models with GARCH innovations,” Applied Mathematics Letters, vol. 22, no. 1, pp. 110–114, 2009. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  14. R. Leipus and D. Surgailis, “Random coefficient autoregression, regime switching and long memory,” Advances in Applied Probability, vol. 35, no. 3, pp. 737–754, 2003. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  15. M. Samanta, “A unified approach to minimum variance unbiased estimation of a probability function belonging to an exponential family,” Communications in Statistics, vol. 17, no. 10, pp. 3413–3426, 1988. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  16. M. Abramowitz and I. A. Stegun, Handbook of Mathematical Functions, Dover, New York, NY, USA, 1970.