THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS (Q5285838)

From MaRDI portal
scientific article; zbMATH DE number 222971
Language Label Description Also known as
English
THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS
scientific article; zbMATH DE number 222971

    Statements

    THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS (English)
    0 references
    0 references
    29 June 1993
    0 references
    non-normal noise
    0 references
    long-run distribution
    0 references
    multivariate autoregressive process
    0 references
    time-varying transition matrix
    0 references
    arbitrary noise distributions
    0 references
    infinitely divisible
    0 references
    estimation error
    0 references
    Kalman filter
    0 references

    Identifiers