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zbMath0485.62099MaRDI QIDQ3945444

Jean-Francois Ingenbleek, Marc Hallin

Publication date: 1982

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

zbMATH Keywords

matrix difference equations Yule-Walker equations time-dependent autoregressive models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Matrix equations and identities (15A24) Additive difference equations (39A10)

Related Items (2)

Nonstationary Yule-Walker equations ⋮ On some classes of nonstationary parametric processes

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