scientific article; zbMATH DE number 958377

zbMath0857.62088MaRDI QIDQ5687703

A. Koubková

Publication date: 16 December 1996

Full work available at URL: https://eudml.org/doc/27836

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

zbMATH Keywords

time seriesspectral densitycovariance functionsbest linear predictionsecond-order stationarity\(\text{AR} (n)\) seriesMA(1) random parametersrandom coefficient autoregressive series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes

Cites Work

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• Random coefficient autoregressive models: an introduction
• SOME DOUBLY STOCHASTIC TIME SERIES MODELS
• Autoregressive series with random parameters
• A Further Note on Stability in a Random Coefficient Model
• Stability in a Random Coefficient Model

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