Approximation and numerical treatment of an autoregressive equation with stochastic coefficients (Q1121667)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation and numerical treatment of an autoregressive equation with stochastic coefficients |
scientific article |
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Approximation and numerical treatment of an autoregressive equation with stochastic coefficients (English)
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1988
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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.
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equation with stochastic coefficients
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random discrete equation
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autoregressive system
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