Multiple autoregressive models with random coefficients
type: Item
instance of: scholarly article
title: Multiple autoregressive models with random coefficients
zbMATH Open document ID: 0512.62084
DOI: 10.1016/0047-259X(81)90108-1
author: D. F. Nicholls
author: Barry Quinn
published in: Journal of Multivariate Analysis
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 3808780
zbMATH Keywords: multiple autoregressive models
zbMATH Keywords: random coefficients
zbMATH Keywords: conditions for stationarity
zbMATH Keywords: tensor product
zbMATH Keywords: eigenvalues
zbMATH Keywords: eigenvectors
zbMATH Keywords: necessary and sufficient conditions for existence of stationary solution
MaRDI profile type: Publication
cites work: On the Multiple Autoregressive Series
cites work: Autoregressive series with random parameters
cites work: Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
full work available at URL: 0047-259x(81)90108-1
OpenAlex ID: W1979910334
description: scientific article; zbMATH DE number 3808780