Approximation and numerical treatment of an autoregressive equation with stochastic coefficients
type: Item
instance of: scholarly article
title: Approximation and numerical treatment of an autoregressive equation with stochastic coefficients
zbMATH Open document ID: 0674.65119
DOI: 10.1016/0898-1221(88)90202-7
author: M. Sambandham
author: T. S. Srivatsan
author: K. B. Bota
publication date: 1988-01-01T00:00:00Z
review text: The authors consider the relationship between the solution of a random discrete equation that arises in an autoregressive system and its corresponding deterministic counterpart. The statistical properties of the random equation are numerically investigated.
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 65M12
zbMATH DE Number: 4104360
zbMATH Keywords: equation with stochastic coefficients
zbMATH Keywords: random discrete equation
zbMATH Keywords: autoregressive system
reviewed by: Eckhard Platen
MaRDI profile type: Publication
full work available at URL: 0898-1221(88)90202-7
OpenAlex ID: W1998681782
cites work: Q4778193
cites work: Q3338081
cites work: Q3323077
cites work: Numerical solutions of random integral equation III: random Chebyshev polynomials and Fredholm equations of the second kind∗
cites work: Numerical treatment of random polynomials
cites work: Q3808974
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 4104360