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Q5687703 - MaRDI portal

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scientific article; zbMATH DE number 958377
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English
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scientific article; zbMATH DE number 958377

    Statements

    author
    A. Koubková
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    publication date
    16 December 1996
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    zbMATH Keywords
    \(\text{AR} (n)\) series
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    random coefficient autoregressive series
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    time series
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    MA(1) random parameters
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    second-order stationarity
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    covariance functions
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    spectral density
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    best linear prediction
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M15
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    62M20
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    zbMATH DE Number
    958377
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