Solutions to the recurrence relation \(u_{n+1} = v_{n+1} + u_{n} \otimes v_{n}\) in terms of Bell polynomials

DOI10.1590/S1807-03022011000300007zbMATH Open1294.39001OpenAlexW4244757387MaRDI QIDQ5891611

Christopher S. Withers, S. Nadarajah

Publication date: 21 June 2012

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022011000300007&lng=en&nrm=iso&tlng=en

zbMATH Keywords

convolutionBell polynomialsautoregressive processesmaximum

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bell and Stirling numbers (11B73) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Linear difference equations (39A06)

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Solutions to the recurrence relation \(u_{n+1} = v_{n+1} + u_{n} \otimes v_{n}\) in terms of Bell polynomials

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