Multiple autoregressive models with random coefficients (Q1050058): Difference between revisions
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| Property / author: Barry G. Quinn / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / cites work: On the Multiple Autoregressive Series / rank | |||
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| Property / cites work: Autoregressive series with random parameters / rank | |||
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| Property / cites work: Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0047-259x(81)90108-1 / rank | |||
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| Property / OpenAlex ID: W1979910334 / rank | |||
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Latest revision as of 11:10, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple autoregressive models with random coefficients |
scientific article |
Statements
Multiple autoregressive models with random coefficients (English)
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1981
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multiple autoregressive models
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random coefficients
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conditions for stationarity
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tensor product
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eigenvalues
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eigenvectors
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necessary and sufficient conditions for existence of stationary solution
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