One of the difficulties that arise in the statistical analysis of autoregressive schemes is the very complex nature of the domain of the regression parameters. In the present paper we study an alternative parametrization of autoregressive models of finite order, namely the parametrization by the...

In multivariate analysis many of the noncentral latent root distributions can be expressed in terms of hypergeometric functions vFq of two-argument matrices. This paper is concerned with showing that the function 2F1(a, b; c; R, S) satisfies the partial differential equation where R1, R2,..., Rm...