STATIONARITY OF THE SOLUTION OF X<sub>t</sub>= A<sub>t</sub>X<sub>t-1</sub>+ ε<sub>t</sub>AND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES (Q3823028)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STATIONARITY OF THE SOLUTION OF X<sub>t</sub>= A<sub>t</sub>X<sub>t-1</sub>+ ε<sub>t</sub>AND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES |
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STATIONARITY OF THE SOLUTION OF X<sub>t</sub>= A<sub>t</sub>X<sub>t-1</sub>+ ε<sub>t</sub>AND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES (English)
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1988
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moving average representation
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correlation structure
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maximum likelihood
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time series
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stochastic difference equation
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second-order strictly stationary solution
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non-Gaussian marginals
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long-range dependence
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exponential
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mixed exponential
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gamma
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geometric
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binary time series
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conditional least-squares estimator
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Galton-Watson branching process with immigration
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