scientific article

zbMath0770.62073MaRDI QIDQ4039209

Jiří Anděl

Publication date: 16 August 1993

Full work available at URL: https://eudml.org/doc/27743

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

zbMATH Keywords

simulation studystrong consistencysmall-sample propertiesconditions for nonnegativitymultivariate AR(1) processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cites Work

• Nonlinear positive ar(2) processes
• BAYESian Analysis of an Autoregressiye Process with Exponential White Noise
• Nonlinear nonnegative ar(1) processes
• Infrence for non-negative autoregressive schemes
• On ar(1) processes with exponential white noise
• NON-NEGATIVE AUTOREGRESSIVE PROCESSES
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