ON LINEAR PROCESSES WITH GIVEN MOMENTS

DOI10.1111/J.1467-9892.1987.TB00001.XMaRDI QIDQ3771338zbMATH OpenOpenAlexFDO

Authors Jiří Anděl

Publication date 1987

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1987.tb00001.x

zbMATH Keywords

autoregressive processlinear processmoment problemstationary distribution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

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Cites work

• First-order autoregressive gamma sequences and point processes
• scientific article; zbMATH DE number 3561857 (Why is no real title available?)

Cited in

(9)

• On stochastic processes with linear conditional moments
• Closure of linear processes
• On piecewise linear processes
• scientific article; zbMATH DE number 3131444 (Why is no real title available?)
• scientific article; zbMATH DE number 4149411 (Why is no real title available?)
• scientific article; zbMATH DE number 4155653 (Why is no real title available?)
• On nonlinear models for time series
• On calculation of stationary density of autoregressive processes.
• What is a linear process?

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