scientific article

zbMath0729.60025MaRDI QIDQ3353888

Jiří Anděl

Publication date: 1991

Full work available at URL: https://eudml.org/doc/27674

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stationary processspectral densitiesconditions for existence and stationaritymultiple linear process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (1)

A bivariate uniform autoregressive process

Cites Work

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• Multiple autoregressive models with random coefficients
• Random coefficient autoregressive models: an introduction
• SOME DOUBLY STOCHASTIC TIME SERIES MODELS
• ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL
• THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
• Autoregressive series with random parameters

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