STATIONARITY OF THE SOLUTION OF X<sub>t</sub>= A<sub>t</sub>X<sub>t-1</sub>+ ε<sub>t</sub>AND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES (Q3823028): Difference between revisions
From MaRDI portal
Latest revision as of 14:59, 19 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STATIONARITY OF THE SOLUTION OF X<sub>t</sub>= A<sub>t</sub>X<sub>t-1</sub>+ ε<sub>t</sub>AND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES |
scientific article |
Statements
STATIONARITY OF THE SOLUTION OF X<sub>t</sub>= A<sub>t</sub>X<sub>t-1</sub>+ ε<sub>t</sub>AND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES (English)
0 references
1988
0 references
moving average representation
0 references
correlation structure
0 references
maximum likelihood
0 references
time series
0 references
stochastic difference equation
0 references
second-order strictly stationary solution
0 references
non-Gaussian marginals
0 references
long-range dependence
0 references
exponential
0 references
mixed exponential
0 references
gamma
0 references
geometric
0 references
binary time series
0 references
conditional least-squares estimator
0 references
Galton-Watson branching process with immigration
0 references
0 references
0 references
0 references
