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